Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317591.2777 | 60881.5308 | 256709.747 | 152471.778 | 181175.8006 | -28704.0227 |
Total P&L (%) | 317.5913 | 60.8815 | 256.7097 | 152.4718 | 181.1758 | -28.704 |
Avg Daily Profit (%) | 0.2131 | 0.0408 | 0.1722 | 0.0622 | 0.0694 | -0.0227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89687 | -38247 | -89687 | -831521 | -128146 | -838803 |
Profit Factor | 1.8871 | 1.482 | 2.1081 | 1.0893 | 1.4496 | 0.978 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 65.5172 | 63.6364 | 67.4419 | 65.5172 | 63.6364 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.9932 | 0.8468 | 1.0177 | 0.5733 | 0.8284 | 0.4721 |
Largest Winning Trade | 36422 | 29248 | 36422 | 146940 | 146940 | 131710 |
Largest Losing Trade | -89687 | -27499 | -89687 | -831521 | -103784 | -831521 |
Avg Bars in Trades | 30 | 7 | 53 | 30 | 7 | 53 |
Avg Bars in Winners | 23 | 8 | 38 | 23 | 8 | 38 |
Avg Bars in Losers | 42 | 6 | 83 | 42 | 6 | 83 |
Bars Traded | 2631 | 348 | 2283 | 2631 | 348 | 2283 |
Profit Streak | 175.0761 | 175.0761 | 229.0761 | 175.0761 | 175.0761 | 229.0761 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433022 | -136736 | 503032 | -230413 | -98275 | -577086 |
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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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