Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194521.6063 | 128665.7097 | 65855.8966 | -39585.0972 | 43480.6738 | -83065.771 |
Total P&L (%) | 194.5216 | 128.6657 | 65.8559 | -39.5851 | 43.4807 | -83.0658 |
Avg Daily Profit (%) | 0.1897 | 0.1254 | 0.0642 | -0.0491 | 0.0352 | -0.173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162122 | -123294 | -123127 | -349897 | -125737 | -259579 |
Profit Factor | 1.2807 | 1.4039 | 1.1758 | 0.9415 | 1.1454 | 0.7802 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 50.9259 | 53.7037 | 48.1481 | 50.9259 | 53.7037 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.2341 | 1.2103 | 1.2663 | 0.9073 | 0.9874 | 0.8402 |
Largest Winning Trade | 160986 | 160986 | 42524 | 202437 | 202437 | 69818 |
Largest Losing Trade | -62260 | -32968 | -62260 | -86938 | -57475 | -86938 |
Avg Bars in Trades | 26 | 20 | 32 | 26 | 20 | 32 |
Avg Bars in Winners | 30 | 21 | 40 | 30 | 21 | 40 |
Avg Bars in Losers | 23 | 19 | 25 | 23 | 19 | 25 |
Bars Traded | 2894 | 1117 | 1776 | 2894 | 1117 | 1776 |
Profit Streak | 26.9965 | 28.6631 | 0 | 26.9965 | 28.6631 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314077 | -203583 | -315362 | -579551 | -388798 | -761553 |
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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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