Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288542.6075 | 266125.5363 | 22417.0712 | 143705.6092 | 226829.2043 | -83123.5951 |
Total P&L (%) | 288.5426 | 266.1255 | 22.4171 | 143.7056 | 226.8292 | -83.1236 |
Avg Daily Profit (%) | 0.2017 | 0.186 | 0.0157 | 0.0623 | 0.0828 | -0.1243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99917 | -56340 | -85375 | -489695 | -323709 | -289447 |
Profit Factor | 1.4869 | 1.9446 | 1.0721 | 1.0737 | 1.2307 | 0.9141 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 60.3604 | 61.8182 | 58.9286 | 60.3604 | 61.8182 | 58.9286 |
Ratio Avg Win / Avg Loss | 0.9765 | 1.2011 | 0.7472 | 0.7051 | 0.7601 | 0.6371 |
Largest Winning Trade | 76101 | 76101 | 31554 | 131514 | 131514 | 90304 |
Largest Losing Trade | -55917 | -55917 | -33462 | -200835 | -200835 | -138056 |
Avg Bars in Trades | 67 | 82 | 52 | 67 | 82 | 52 |
Avg Bars in Winners | 64 | 75 | 53 | 64 | 75 | 53 |
Avg Bars in Losers | 71 | 93 | 50 | 71 | 93 | 50 |
Bars Traded | 7466 | 4524 | 2942 | 7466 | 4524 | 2942 |
Profit Streak | 87.0232 | 168.8565 | 87.0232 | 87.0232 | 168.8565 | 87.0232 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352549 | -167472 | -498415 | -248327 | -261965 | -759117 |
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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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