Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235432.7296 | 175774.1975 | 59658.5321 | -27877.7561 | 55567.2688 | -83445.0249 |
Total P&L (%) | 235.4327 | 175.7742 | 59.6585 | -27.8778 | 55.5673 | -83.445 |
Avg Daily Profit (%) | 0.1732 | 0.1293 | 0.0439 | -0.024 | 0.0325 | -0.1323 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182279 | -91724 | -123142 | -263978 | -84851 | -203482 |
Profit Factor | 1.3851 | 1.6274 | 1.1801 | 0.9517 | 1.2162 | 0.7394 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Profitability (%) | 48.6957 | 48.2759 | 49.1228 | 48.6957 | 48.2759 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.4593 | 1.7437 | 1.2223 | 1.0027 | 1.303 | 0.7659 |
Largest Winning Trade | 103767 | 103767 | 50933 | 131008 | 131008 | 54767 |
Largest Losing Trade | -85380 | -28476 | -85380 | -166718 | -68932 | -166718 |
Avg Bars in Trades | 135 | 106 | 164 | 135 | 106 | 164 |
Avg Bars in Winners | 170 | 121 | 218 | 170 | 121 | 218 |
Avg Bars in Losers | 102 | 91 | 113 | 102 | 91 | 113 |
Bars Traded | 15565 | 6163 | 9402 | 15565 | 6163 | 9402 |
Profit Streak | 16.2935 | 38.1269 | 0 | 16.2935 | 38.1269 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301321 | -197007 | -337763 | -578737 | -330571 | -761174 |
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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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