Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186038.2868 | 54164.5678 | 131873.7191 | 23353.1262 | -12906.3353 | 36259.4615 |
Total P&L (%) | 186.0383 | 54.1646 | 131.8737 | 23.3531 | -12.9063 | 36.2595 |
Avg Daily Profit (%) | 0.1807 | 0.0526 | 0.1281 | 0.0204 | -0.0134 | 0.0301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90892 | -76584 | -80328 | -158972 | -85450 | -120600 |
Profit Factor | 1.5419 | 1.2529 | 2.0215 | 1.0695 | 0.9302 | 1.2395 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 70.9302 | 62.7907 | 79.0698 | 70.9302 | 62.7907 | 79.0698 |
Ratio Avg Win / Avg Loss | 0.6319 | 0.7425 | 0.5351 | 0.4383 | 0.5512 | 0.3281 |
Largest Winning Trade | 51279 | 51279 | 23998 | 26939 | 26939 | 16810 |
Largest Losing Trade | -75810 | -60489 | -75810 | -117886 | -48331 | -117886 |
Avg Bars in Trades | 63 | 84 | 42 | 63 | 84 | 42 |
Avg Bars in Winners | 33 | 41 | 28 | 33 | 41 | 28 |
Avg Bars in Losers | 135 | 158 | 96 | 135 | 158 | 96 |
Bars Traded | 5465 | 3639 | 1825 | 5465 | 3639 | 1825 |
Profit Streak | 44.5013 | 0 | 45.168 | 44.5013 | 0 | 45.168 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400592 | -123862 | -16545 | -312288 | -579069 | -152855 |
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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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