Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212796.0908 | 6329.966 | 206466.1248 | 178934.3709 | -26659.6119 | 205593.9827 |
Total P&L (%) | 212.7961 | 6.33 | 206.4661 | 178.9344 | -26.6596 | 205.594 |
Avg Daily Profit (%) | 0.2041 | 0.0061 | 0.198 | 0.0984 | -0.0297 | 0.1072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70949 | -85874 | -27395 | -125080 | -153187 | -42226 |
Profit Factor | 1.7249 | 1.0262 | 4.9928 | 1.4538 | 0.9168 | 3.7802 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 13 | 9 | 4 | 13 | 9 | 4 |
Profitability (%) | 87.7358 | 83.0189 | 92.4528 | 87.7358 | 83.0189 | 92.4528 |
Ratio Avg Win / Avg Loss | 0.2411 | 0.2099 | 0.4076 | 0.2032 | 0.1875 | 0.3086 |
Largest Winning Trade | 16637 | 16637 | 12397 | 22914 | 22914 | 22567 |
Largest Losing Trade | -70820 | -70820 | -25885 | -125080 | -125080 | -39333 |
Avg Bars in Trades | 36 | 53 | 19 | 36 | 53 | 19 |
Avg Bars in Winners | 15 | 16 | 13 | 15 | 16 | 13 |
Avg Bars in Losers | 189 | 235 | 85 | 189 | 235 | 85 |
Bars Traded | 3865 | 2858 | 1008 | 3865 | 2858 | 1008 |
Profit Streak | 89.6087 | 89.6087 | 302.6087 | 89.6087 | 89.6087 | 302.6087 |
Trades During Streak | 25 | 12 | 17 | 25 | 12 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547166 | -718101 | -160457 | -55165 | -754984 | -218842 |
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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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