Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207966.6045 | 6948.5252 | 201018.0793 | 159033.1228 | -28218.895 | 187252.0178 |
Total P&L (%) | 207.9666 | 6.9485 | 201.0181 | 159.0331 | -28.2189 | 187.252 |
Avg Daily Profit (%) | 0.2003 | 0.0067 | 0.1936 | 0.0917 | -0.0319 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116639 | -146071 | -50377 | -154186 | -181578 | -42643 |
Profit Factor | 1.4493 | 1.0207 | 2.5747 | 1.3798 | 0.9115 | 2.876 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 65.9574 | 63.8298 | 68.0851 | 65.9574 | 63.8298 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.748 | 0.5784 | 1.2069 | 0.7122 | 0.5165 | 1.3481 |
Largest Winning Trade | 21752 | 20707 | 21752 | 28642 | 28642 | 26447 |
Largest Losing Trade | -44730 | -44730 | -15725 | -83733 | -83733 | -13546 |
Avg Bars in Trades | 41 | 56 | 27 | 41 | 56 | 27 |
Avg Bars in Winners | 26 | 29 | 23 | 26 | 29 | 23 |
Avg Bars in Losers | 71 | 104 | 35 | 71 | 104 | 35 |
Bars Traded | 3932 | 2649 | 1283 | 3932 | 2649 | 1283 |
Profit Streak | 95.4475 | 95.4475 | 142.4475 | 95.4475 | 95.4475 | 142.4475 |
Trades During Streak | 19 | 9 | 10 | 19 | 9 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407140 | -545573 | 563004 | -67259 | -577299 | -48574 |
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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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