Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202288.7615 | -12493.0673 | 214781.8288 | 142956.0944 | -86290.2083 | 229246.3027 |
Total P&L (%) | 202.2888 | -12.4931 | 214.7818 | 142.9561 | -86.2902 | 229.2463 |
Avg Daily Profit (%) | 0.1956 | -0.0121 | 0.2077 | 0.0859 | -0.192 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108668 | -117457 | -51828 | -211579 | -227603 | -137459 |
Profit Factor | 1.4715 | 0.9558 | 2.4681 | 1.1725 | 0.832 | 1.7279 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 77.3585 | 73.5849 | 81.1321 | 77.3585 | 73.5849 | 81.1321 |
Ratio Avg Win / Avg Loss | 0.4307 | 0.3431 | 0.574 | 0.3432 | 0.2987 | 0.4018 |
Largest Winning Trade | 31547 | 21263 | 31547 | 44156 | 29063 | 44156 |
Largest Losing Trade | -51828 | -39597 | -51828 | -137459 | -83481 | -137459 |
Avg Bars in Trades | 36 | 39 | 33 | 36 | 39 | 33 |
Avg Bars in Winners | 18 | 13 | 22 | 18 | 13 | 22 |
Avg Bars in Losers | 97 | 109 | 80 | 97 | 109 | 80 |
Bars Traded | 3860 | 2075 | 1784 | 3860 | 2075 | 1784 |
Profit Streak | 62.0463 | 89.5463 | 62.0463 | 62.0463 | 89.5463 | 62.0463 |
Trades During Streak | 16 | 10 | 8 | 16 | 10 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465124 | -756138 | -164830 | -104839 | -756138 | -213003 |
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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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