Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350802.9553 | 307384.3706 | 43418.5847 | 338487.709 | 116357.8545 | 222129.8545 |
Total P&L (%) | 350.803 | 307.3844 | 43.4186 | 338.4877 | 116.3579 | 222.1299 |
Avg Daily Profit (%) | 0.3368 | 0.2951 | 0.0417 | 0.142 | 0.0741 | 0.1124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110141 | -81450 | -65167 | -239817 | -239817 | -75886 |
Profit Factor | 1.8223 | 2.0113 | 1.354 | 1.3721 | 1.1603 | 2.2097 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 54.5455 | 60.5263 | 48.7179 | 54.5455 | 60.5263 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.5186 | 1.3117 | 1.4252 | 1.1434 | 0.7567 | 2.326 |
Largest Winning Trade | 147192 | 147192 | 34817 | 171485 | 171485 | 100270 |
Largest Losing Trade | -51076 | -51076 | -29639 | -239817 | -239817 | -51827 |
Avg Bars in Trades | 312 | 552 | 77 | 312 | 552 | 77 |
Avg Bars in Winners | 210 | 325 | 71 | 210 | 325 | 71 |
Avg Bars in Losers | 433 | 899 | 84 | 433 | 899 | 84 |
Bars Traded | 24030 | 20989 | 3041 | 24030 | 20989 | 3041 |
Profit Streak | 7.8173 | 0 | 58.984 | 7.8173 | 0 | 58.984 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32764 | 450801 | -138652 | -47955 | -138515 | -38702 |
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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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