Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190205.5855 | 115705.6722 | 74499.9134 | 120349.5994 | -91138.6085 | 211488.2079 |
Total P&L (%) | 190.2056 | 115.7057 | 74.4999 | 120.3496 | -91.1386 | 211.4882 |
Avg Daily Profit (%) | 0.1826 | 0.1111 | 0.0715 | 0.0759 | -0.2324 | 0.1091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138983 | -99311 | -46538 | -735178 | -606433 | -154099 |
Profit Factor | 1.5047 | 1.4851 | 1.5384 | 1.0981 | 0.8993 | 1.6573 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 76.9231 | 71.1111 | 82.6087 | 76.9231 | 71.1111 | 82.6087 |
Ratio Avg Win / Avg Loss | 0.4514 | 0.6033 | 0.3239 | 0.3294 | 0.3653 | 0.3489 |
Largest Winning Trade | 40953 | 40953 | 20270 | 211657 | 211657 | 147006 |
Largest Losing Trade | -46024 | -46024 | -41618 | -344162 | -344162 | -146713 |
Avg Bars in Trades | 264 | 393 | 138 | 264 | 393 | 138 |
Avg Bars in Winners | 134 | 196 | 81 | 134 | 196 | 81 |
Avg Bars in Losers | 699 | 877 | 409 | 699 | 877 | 409 |
Bars Traded | 24066 | 17703 | 6363 | 24066 | 17703 | 6363 |
Profit Streak | 26.1471 | 26.1471 | 74.9805 | 26.1471 | 26.1471 | 74.9805 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459694 | -40887 | -91787 | -200280 | -576510 | -41148 |
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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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