Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232711.5012 | 90822.4572 | 141889.044 | -30049.0984 | -108846.2676 | 78797.1692 |
Total P&L (%) | 232.7115 | 90.8225 | 141.889 | -30.0491 | -108.8463 | 78.7972 |
Avg Daily Profit (%) | 0.1567 | 0.0612 | 0.0956 | -0.0241 | 0 | 0.0391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133487 | -74818 | -90498 | -343334 | -249173 | -126032 |
Profit Factor | 1.4499 | 1.3114 | 1.6292 | 0.949 | 0.722 | 1.3988 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 67.3684 | 65.9574 | 68.75 | 67.3684 | 65.9574 | 68.75 |
Ratio Avg Win / Avg Loss | 0.7023 | 0.6768 | 0.7405 | 0.4597 | 0.3727 | 0.6358 |
Largest Winning Trade | 43363 | 37402 | 43363 | 72070 | 58742 | 72070 |
Largest Losing Trade | -78420 | -63352 | -78420 | -226801 | -226801 | -91388 |
Avg Bars in Trades | 43 | 50 | 36 | 43 | 50 | 36 |
Avg Bars in Winners | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Losers | 68 | 83 | 52 | 68 | 83 | 52 |
Bars Traded | 4100 | 2357 | 1743 | 4100 | 2357 | 1743 |
Profit Streak | 14.998 | 17.3314 | 14.998 | 14.998 | 17.3314 | 14.998 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375834 | -110037 | -61968 | -576922 | -578059 | -138484 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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