Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 263190.1668 | 165198.5499 | 97991.617 | 208977.8291 | 156698.2242 | 52279.6049 |
Total P&L (%) | 263.1902 | 165.1986 | 97.9916 | 208.9778 | 156.6982 | 52.2796 |
Avg Daily Profit (%) | 0.1942 | 0.1219 | 0.0723 | 0.0833 | 0.0696 | 0.031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82160 | -45967 | -110691 | -86252 | -52989 | -133008 |
Profit Factor | 1.4678 | 1.5815 | 1.3518 | 1.3249 | 1.488 | 1.1623 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 47.5728 | 45.098 | 50 | 47.5728 | 45.098 | 50 |
Ratio Avg Win / Avg Loss | 1.6175 | 1.9252 | 1.3518 | 1.4601 | 1.8115 | 1.1623 |
Largest Winning Trade | 60688 | 60688 | 46501 | 101124 | 101124 | 57773 |
Largest Losing Trade | -22723 | -21804 | -22723 | -38708 | -38708 | -29501 |
Avg Bars in Trades | 36 | 27 | 46 | 36 | 27 | 46 |
Avg Bars in Winners | 58 | 39 | 74 | 58 | 39 | 74 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3804 | 1396 | 2408 | 3804 | 1396 | 2408 |
Profit Streak | 6.8448 | 0 | 15.5115 | 6.8448 | 0 | 15.5115 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353075 | -209057 | -274988 | -81529 | -279371 | -373611 |
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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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