Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151524.8165 | -31299.279 | 182824.0956 | 60012.3308 | -49571.9688 | 109584.2996 |
Total P&L (%) | 151.5248 | -31.2993 | 182.8241 | 60.0123 | -49.572 | 109.5843 |
Avg Daily Profit (%) | 0.1454 | -0.03 | 0.1755 | 0.0451 | -0.0657 | 0.071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94826 | -118596 | -41206 | -91810 | -111063 | -42929 |
Profit Factor | 1.5816 | 0.8522 | 4.7436 | 1.2721 | 0.7103 | 3.2185 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Losing Trades | 14 | 10 | 4 | 14 | 10 | 4 |
Profitability (%) | 87.2727 | 81.8182 | 92.7273 | 87.2727 | 81.8182 | 92.7273 |
Ratio Avg Win / Avg Loss | 0.2306 | 0.1894 | 0.372 | 0.1855 | 0.1579 | 0.2524 |
Largest Winning Trade | 20786 | 12744 | 20786 | 27536 | 14974 | 27536 |
Largest Losing Trade | -67788 | -67788 | -27176 | -49130 | -49130 | -26621 |
Avg Bars in Trades | 34 | 48 | 20 | 34 | 48 | 20 |
Avg Bars in Winners | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Losers | 205 | 229 | 145 | 205 | 229 | 145 |
Bars Traded | 3799 | 2687 | 1112 | 3799 | 2687 | 1112 |
Profit Streak | 89.3078 | 89.3078 | 293.5578 | 89.3078 | 89.3078 | 293.5578 |
Trades During Streak | 41 | 20 | 25 | 41 | 20 | 25 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302185 | -754987 | -160674 | -127888 | -754987 | -267629 |
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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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