Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 173513.1168 | 117268.5841 | 56244.5327 | 8944.6722 | -41834.8899 | 50779.5622 |
Total P&L (%) | 173.5131 | 117.2686 | 56.2445 | 8.9447 | -41.8349 | 50.7796 |
Avg Daily Profit (%) | 0.1693 | 0.1144 | 0.0549 | 0.0084 | -0.0529 | 0.0401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112965 | -98756 | -68557 | -215332 | -243137 | -81649 |
Profit Factor | 1.2745 | 1.304 | 1.2284 | 1.01 | 0.9267 | 1.1584 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 52.5424 | 52.5424 | 52.5424 | 52.5424 | 52.5424 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.1512 | 1.1778 | 1.1095 | 0.9123 | 0.837 | 1.0463 |
Largest Winning Trade | 56842 | 56842 | 25337 | 57942 | 57942 | 41547 |
Largest Losing Trade | -59419 | -59419 | -21093 | -72417 | -72417 | -41529 |
Avg Bars in Trades | 48 | 68 | 28 | 48 | 68 | 28 |
Avg Bars in Winners | 46 | 58 | 34 | 46 | 58 | 34 |
Avg Bars in Losers | 49 | 78 | 21 | 49 | 78 | 21 |
Bars Traded | 5683 | 4017 | 1666 | 5683 | 4017 | 1666 |
Profit Streak | 53.1644 | 0 | 53.9978 | 53.1644 | 0 | 53.9978 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305738 | -216479 | -296411 | -557387 | -757128 | -362476 |
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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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