Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201312.7077 | 34858.8758 | 166453.8319 | 2718.8059 | -24405.9233 | 27124.7291 |
Total P&L (%) | 201.3127 | 34.8589 | 166.4538 | 2.7188 | -24.4059 | 27.1247 |
Avg Daily Profit (%) | 0.1543 | 0.0267 | 0.1276 | 0.0021 | -0.0214 | 0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139384 | -124770 | -101746 | -82870 | -54933 | -44934 |
Profit Factor | 1.315 | 1.1091 | 1.5208 | 1.0081 | 0.8575 | 1.166 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 53.913 | 46.5517 | 61.4035 | 53.913 | 46.5517 | 61.4035 |
Ratio Avg Win / Avg Loss | 1.1241 | 1.2734 | 0.956 | 0.8618 | 0.9845 | 0.7329 |
Largest Winning Trade | 102142 | 102142 | 46214 | 30553 | 30553 | 20756 |
Largest Losing Trade | -55086 | -55086 | -42461 | -55086 | -55086 | -19380 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 29 | 26 | 31 | 29 | 26 | 31 |
Avg Bars in Losers | 36 | 36 | 37 | 36 | 36 | 37 |
Bars Traded | 3754 | 1847 | 1907 | 3754 | 1847 | 1907 |
Profit Streak | 75.9348 | 99.2681 | 75.9348 | 75.9348 | 99.2681 | 75.9348 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348752 | -440422 | -200497 | -566816 | -760817 | -388828 |
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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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