Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220188.9094 | 62528.1495 | 157660.76 | 82436.9051 | -50065.7329 | 132502.638 |
Total P&L (%) | 220.1889 | 62.5281 | 157.6608 | 82.4369 | -50.0657 | 132.5026 |
Avg Daily Profit (%) | 0.1485 | 0.0422 | 0.1063 | 0.0406 | -0.0468 | 0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135489 | -108135 | -53447 | -636019 | -501532 | -205361 |
Profit Factor | 1.6999 | 1.3226 | 2.3053 | 1.0768 | 0.9248 | 1.3248 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 10 | 4 | 6 | 10 | 4 | 6 |
Profitability (%) | 88.2353 | 90.4762 | 86.0465 | 88.2353 | 90.4762 | 86.0465 |
Ratio Avg Win / Avg Loss | 0.2267 | 0.1392 | 0.3738 | 0.1436 | 0.0973 | 0.2148 |
Largest Winning Trade | 31448 | 20586 | 31448 | 75054 | 75054 | 70873 |
Largest Losing Trade | -61750 | -61750 | -53447 | -438501 | -438501 | -205361 |
Avg Bars in Trades | 29 | 40 | 19 | 29 | 40 | 19 |
Avg Bars in Winners | 14 | 17 | 12 | 14 | 17 | 12 |
Avg Bars in Losers | 143 | 265 | 62 | 143 | 265 | 62 |
Bars Traded | 2548 | 1709 | 839 | 2548 | 1709 | 839 |
Profit Streak | 7.7865 | 143.7865 | 7.7865 | 7.7865 | 143.7865 | 7.7865 |
Trades During Streak | 2 | 9 | 1 | 2 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439631 | -132042 | -43963 | -269844 | -574288 | -112875 |
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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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