Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188843.8727 | 15528.5769 | 173315.2958 | -40139.0709 | -88744.3865 | 48605.3155 |
Total P&L (%) | 188.8439 | 15.5286 | 173.3153 | -40.1391 | -88.7444 | 48.6053 |
Avg Daily Profit (%) | 0.1842 | 0.0151 | 0.169 | -0.05 | -0.2128 | 0.0386 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146970 | -60237 | -113611 | -367005 | -212738 | -235471 |
Profit Factor | 1.5291 | 1.0866 | 1.9756 | 0.9396 | 0.7372 | 1.1485 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 59.4203 | 57.1429 | 61.7647 | 59.4203 | 57.1429 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.0442 | 0.815 | 1.223 | 0.6417 | 0.5529 | 0.711 |
Largest Winning Trade | 70857 | 44002 | 70857 | 94326 | 94326 | 74412 |
Largest Losing Trade | -90429 | -37900 | -90429 | -174854 | -146112 | -174854 |
Avg Bars in Trades | 68 | 48 | 88 | 68 | 48 | 88 |
Avg Bars in Winners | 67 | 40 | 93 | 67 | 40 | 93 |
Avg Bars in Losers | 69 | 60 | 79 | 69 | 60 | 79 |
Bars Traded | 4708 | 1702 | 3006 | 4708 | 1702 | 3006 |
Profit Streak | 177.5575 | 177.5575 | 216.2241 | 177.5575 | 177.5575 | 216.2241 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94839 | -307907 | 464008 | -684586 | -579277 | -198662 |
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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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