Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283198.9224 | 242744.23 | 40454.6924 | 143584.8609 | 103802.2338 | 39782.6271 |
Total P&L (%) | 283.1989 | 242.7442 | 40.4547 | 143.5849 | 103.8022 | 39.7826 |
Avg Daily Profit (%) | 0.2719 | 0.233 | 0.0388 | 0.0855 | 0.0684 | 0.0322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74904 | -64585 | -52081 | -397792 | -312003 | -276576 |
Profit Factor | 1.715 | 2.4491 | 1.177 | 1.1035 | 1.1556 | 1.0553 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 44.3038 | 45 | 43.5897 | 44.3038 | 45 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.156 | 2.9933 | 1.5232 | 1.3873 | 1.4124 | 1.3656 |
Largest Winning Trade | 208923 | 208923 | 50227 | 330592 | 330592 | 193857 |
Largest Losing Trade | -52081 | -19079 | -52081 | -276576 | -116455 | -276576 |
Avg Bars in Trades | 298 | 163 | 435 | 298 | 163 | 435 |
Avg Bars in Winners | 445 | 241 | 661 | 445 | 241 | 661 |
Avg Bars in Losers | 180 | 99 | 261 | 180 | 99 | 261 |
Bars Traded | 23547 | 6550 | 16998 | 23547 | 6550 | 16998 |
Profit Streak | 22.3011 | 47.5095 | 0 | 22.3011 | 47.5095 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21458 | 403705 | -170402 | -218391 | -152388 | -314370 |
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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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