Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352873.0381 | 240202.2329 | 112670.8051 | 140246.1525 | -237446.3143 | 377692.4667 |
Total P&L (%) | 352.873 | 240.2022 | 112.6708 | 140.2462 | -237.4463 | 377.6925 |
Avg Daily Profit (%) | 0.26 | 0.177 | 0.083 | 0.0646 | 0 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142929 | -101539 | -90032 | -877800 | -768868 | -349629 |
Profit Factor | 1.4952 | 1.5647 | 1.3923 | 1.0692 | 0.8225 | 1.5486 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 46.789 | 44.4444 | 49.0909 | 46.789 | 44.4444 | 49.0909 |
Ratio Avg Win / Avg Loss | 1.7005 | 1.9559 | 1.4439 | 1.216 | 1.0281 | 1.6059 |
Largest Winning Trade | 167885 | 167885 | 36696 | 323058 | 323058 | 279692 |
Largest Losing Trade | -36615 | -30231 | -36615 | -205964 | -177766 | -205964 |
Avg Bars in Trades | 34 | 45 | 24 | 34 | 45 | 24 |
Avg Bars in Winners | 42 | 50 | 34 | 42 | 50 | 34 |
Avg Bars in Losers | 27 | 40 | 14 | 27 | 40 | 14 |
Bars Traded | 3757 | 2431 | 1326 | 3757 | 2431 | 1326 |
Profit Streak | 72.5531 | 81.5531 | 72.5531 | 72.5531 | 81.5531 | 72.5531 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395596 | -170611 | -260617 | -250577 | -759960 | -215515 |
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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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