Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 221281.407 | 90394.0367 | 130887.3703 | 219043.6269 | 79452.7677 | 139590.8592 |
Total P&L (%) | 221.2814 | 90.394 | 130.8874 | 219.0436 | 79.4528 | 139.5909 |
Avg Daily Profit (%) | 0.1493 | 0.061 | 0.0883 | 0.0783 | 0.0395 | 0.059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80328 | -67424 | -53325 | -216781 | -168894 | -135429 |
Profit Factor | 1.7901 | 1.5639 | 2.0929 | 1.3386 | 1.2307 | 1.4614 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 74.1573 | 68.1818 | 80 | 74.1573 | 68.1818 | 80 |
Ratio Avg Win / Avg Loss | 0.6238 | 0.7298 | 0.5232 | 0.4665 | 0.5743 | 0.3653 |
Largest Winning Trade | 42055 | 42055 | 29612 | 57567 | 57567 | 39834 |
Largest Losing Trade | -59387 | -59387 | -51055 | -140500 | -140500 | -128531 |
Avg Bars in Trades | 25 | 33 | 18 | 25 | 33 | 18 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 70 | 82 | 52 | 70 | 82 | 52 |
Bars Traded | 2302 | 1486 | 816 | 2302 | 1486 | 816 |
Profit Streak | 41.1204 | 80.6204 | 41.1204 | 41.1204 | 80.6204 | 41.1204 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445958 | -107527 | -68189 | -84242 | -138272 | -109110 |
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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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