Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227159.0684 | 203846.6153 | 23312.4531 | -16931.9728 | -10737.9011 | -6194.0717 |
Total P&L (%) | 227.1591 | 203.8466 | 23.3125 | -16.932 | -10.7379 | -6.1941 |
Avg Daily Profit (%) | 0.1596 | 0.1432 | 0.0164 | -0.013 | -0.008 | -0.0045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130534 | -89672 | -90369 | -96464 | -53131 | -69498 |
Profit Factor | 1.3608 | 1.5598 | 1.0878 | 0.961 | 0.9572 | 0.9661 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 46.6019 | 35.2941 | 57.6923 | 46.6019 | 35.2941 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.5593 | 2.8596 | 0.7977 | 1.1011 | 1.7549 | 0.7085 |
Largest Winning Trade | 135914 | 135914 | 33822 | 49587 | 49587 | 23142 |
Largest Losing Trade | -40127 | -40127 | -39772 | -39111 | -32136 | -39111 |
Avg Bars in Trades | 79 | 82 | 77 | 79 | 82 | 77 |
Avg Bars in Winners | 104 | 111 | 99 | 104 | 111 | 99 |
Avg Bars in Losers | 58 | 66 | 47 | 58 | 66 | 47 |
Bars Traded | 8217 | 4188 | 4029 | 8217 | 4188 | 4029 |
Profit Streak | 16.7165 | 0 | 83.7165 | 16.7165 | 0 | 83.7165 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301242 | -184819 | -478911 | -579586 | -763774 | -758471 |
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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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