Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244053.1878 | 75716.9115 | 168336.2763 | 171983.7301 | -88512.3574 | 260496.0875 |
Total P&L (%) | 244.0532 | 75.7169 | 168.3363 | 171.9837 | -88.5124 | 260.4961 |
Avg Daily Profit (%) | 0.1652 | 0.0513 | 0.114 | 0.0678 | -0.1464 | 0.0869 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67296 | -68053 | -40638 | -303701 | -358492 | -97699 |
Profit Factor | 1.7939 | 1.337 | 3.0343 | 1.2239 | 0.8529 | 2.5643 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 80.9917 | 81.6667 | 80.3279 | 80.9917 | 81.6667 | 80.3279 |
Ratio Avg Win / Avg Loss | 0.421 | 0.3001 | 0.7431 | 0.2872 | 0.1915 | 0.628 |
Largest Winning Trade | 24717 | 24717 | 15737 | 41740 | 41740 | 35451 |
Largest Losing Trade | -67296 | -67296 | -40638 | -303701 | -303701 | -97699 |
Avg Bars in Trades | 21 | 27 | 14 | 21 | 27 | 14 |
Avg Bars in Winners | 9 | 7 | 11 | 9 | 7 | 11 |
Avg Bars in Losers | 70 | 118 | 26 | 70 | 118 | 26 |
Bars Traded | 2544 | 1661 | 883 | 2544 | 1661 | 883 |
Profit Streak | 12.8113 | 79.8113 | 12.8113 | 12.8113 | 79.8113 | 12.8113 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500118 | -289200 | -194695 | -98555 | -744168 | -231757 |
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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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