Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 252271.6985 | 57495.0492 | 194776.6492 | 217932.2802 | -78431.2645 | 296363.5447 |
Total P&L (%) | 252.2717 | 57.495 | 194.7766 | 217.9323 | -78.4313 | 296.3635 |
Avg Daily Profit (%) | 0.1692 | 0.0386 | 0.1306 | 0.0776 | -0.1028 | 0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143307 | -77373 | -104601 | -304017 | -383802 | -156254 |
Profit Factor | 1.5456 | 1.2163 | 1.9909 | 1.2091 | 0.8867 | 1.8477 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 51.0204 | 48.9796 | 53.0612 | 51.0204 | 48.9796 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.4837 | 1.267 | 1.7612 | 1.1608 | 0.9237 | 1.6345 |
Largest Winning Trade | 76861 | 76861 | 55218 | 260234 | 260234 | 196059 |
Largest Losing Trade | -36430 | -31861 | -36430 | -173777 | -173777 | -47606 |
Avg Bars in Trades | 28 | 21 | 36 | 28 | 21 | 36 |
Avg Bars in Winners | 33 | 21 | 45 | 33 | 21 | 45 |
Avg Bars in Losers | 23 | 20 | 26 | 23 | 20 | 26 |
Bars Traded | 2821 | 1031 | 1790 | 2821 | 1031 | 1790 |
Profit Streak | 16.142 | 16.142 | 17.142 | 16.142 | 16.142 | 17.142 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384586 | -142098 | -13780 | -88061 | -580223 | -65026 |
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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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