Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205036.9861 | 135482.9568 | 69554.0293 | -10120.3123 | 21384.4863 | -31504.7986 |
Total P&L (%) | 205.037 | 135.483 | 69.554 | -10.1203 | 21.3845 | -31.5048 |
Avg Daily Profit (%) | 0.1639 | 0.1083 | 0.0556 | -0.0085 | 0.0155 | -0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110658 | -48690 | -88718 | -112474 | -43838 | -85414 |
Profit Factor | 1.5462 | 1.8647 | 1.3181 | 0.9643 | 1.1803 | 0.8089 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
Profitability (%) | 86.4583 | 85.4167 | 87.5 | 86.4583 | 85.4167 | 87.5 |
Ratio Avg Win / Avg Loss | 0.2422 | 0.3184 | 0.1883 | 0.151 | 0.2015 | 0.1156 |
Largest Winning Trade | 19530 | 19530 | 19155 | 11349 | 11349 | 8750 |
Largest Losing Trade | -88718 | -48690 | -88718 | -85414 | -43838 | -85414 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 9 | 10 | 7 | 9 | 10 | 7 |
Avg Bars in Losers | 115 | 123 | 105 | 115 | 123 | 105 |
Bars Traded | 2252 | 1287 | 965 | 2252 | 1287 | 965 |
Profit Streak | 24.8538 | 155.3538 | 24.8538 | 24.8538 | 155.3538 | 24.8538 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509285 | -41361 | -113727 | -573865 | -195678 | -574328 |
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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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