Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311131.2066 | 215364.2404 | 95766.9662 | 41278.9923 | -67460.6952 | 108739.6876 |
Total P&L (%) | 311.1312 | 215.3642 | 95.767 | 41.279 | -67.4607 | 108.7397 |
Avg Daily Profit (%) | 0.1951 | 0.135 | 0.06 | 0.0217 | -0.0704 | 0.0462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147494 | -132809 | -74190 | -321072 | -319915 | -148372 |
Profit Factor | 1.4713 | 1.6062 | 1.3141 | 1.045 | 0.8761 | 1.2916 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 62.2807 | 56.1404 | 68.4211 | 62.2807 | 56.1404 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.8911 | 1.2549 | 0.6065 | 0.6329 | 0.6845 | 0.5961 |
Largest Winning Trade | 103581 | 103581 | 44605 | 81821 | 76753 | 81821 |
Largest Losing Trade | -63800 | -63800 | -50028 | -129837 | -129837 | -65524 |
Avg Bars in Trades | 82 | 89 | 75 | 82 | 89 | 75 |
Avg Bars in Winners | 65 | 65 | 64 | 65 | 65 | 64 |
Avg Bars in Losers | 111 | 120 | 97 | 111 | 120 | 97 |
Bars Traded | 9401 | 5112 | 4289 | 9401 | 5112 | 4289 |
Profit Streak | 43.87 | 85.0367 | 43.87 | 43.87 | 85.0367 | 43.87 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357296 | -189141 | -291361 | -335839 | -759076 | -310020 |
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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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