Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268051.7453 | 85479.2306 | 182572.5147 | 273849.8847 | -34865.2107 | 308715.0954 |
Total P&L (%) | 268.0517 | 85.4792 | 182.5725 | 273.8499 | -34.8652 | 308.7151 |
Avg Daily Profit (%) | 0.2571 | 0.082 | 0.1751 | 0.1265 | -0.0411 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76844 | -80536 | -42205 | -305872 | -271692 | -184281 |
Profit Factor | 1.6348 | 1.3708 | 1.9522 | 1.2775 | 0.9362 | 1.7017 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 59.0361 | 50 | 68.2927 | 59.0361 | 50 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.1344 | 1.3708 | 0.9064 | 0.8864 | 0.9362 | 0.7901 |
Largest Winning Trade | 70999 | 70999 | 47149 | 125791 | 95537 | 125791 |
Largest Losing Trade | -42205 | -22907 | -42205 | -184281 | -76098 | -184281 |
Avg Bars in Trades | 142 | 103 | 182 | 142 | 103 | 182 |
Avg Bars in Winners | 162 | 118 | 196 | 162 | 118 | 196 |
Avg Bars in Losers | 113 | 88 | 152 | 113 | 88 | 152 |
Bars Traded | 11819 | 4346 | 7473 | 11819 | 4346 | 7473 |
Profit Streak | 20.6412 | 72.2245 | 0 | 20.6412 | 72.2245 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389445 | -81979 | 386834 | -25078 | -579767 | -9813 |
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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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