Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159896.5039 | 34082.3228 | 125814.181 | 40186.8483 | -69773.7022 | 109960.5505 |
Total P&L (%) | 159.8965 | 34.0823 | 125.8142 | 40.1868 | -69.7737 | 109.9606 |
Avg Daily Profit (%) | 0.1557 | 0.0332 | 0.1225 | 0.0329 | -0.1165 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115003 | -96231 | -62022 | -173670 | -162479 | -99100 |
Profit Factor | 1.4216 | 1.1432 | 1.8903 | 1.0673 | 0.8196 | 1.5231 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 73.4043 | 72.3404 | 74.4681 | 73.4043 | 72.3404 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.5151 | 0.4371 | 0.6481 | 0.3867 | 0.3134 | 0.5222 |
Largest Winning Trade | 33194 | 33194 | 23919 | 46938 | 46938 | 29653 |
Largest Losing Trade | -67322 | -67322 | -31762 | -143898 | -143898 | -64472 |
Avg Bars in Trades | 30 | 35 | 24 | 30 | 35 | 24 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 69 | 89 | 47 | 69 | 89 | 47 |
Bars Traded | 2821 | 1682 | 1139 | 2821 | 1682 | 1139 |
Profit Streak | 39.1642 | 102.4976 | 39.1642 | 39.1642 | 102.4976 | 39.1642 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413035 | -211434 | -24082 | -294198 | -576289 | -92141 |
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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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