Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 180102.6385 | 131088.4196 | 49014.2189 | -63967.9076 | 22556.5431 | -86524.4507 |
Total P&L (%) | 180.1026 | 131.0884 | 49.0142 | -63.9679 | 22.5565 | -86.5245 |
Avg Daily Profit (%) | 0.1484 | 0.108 | 0.0404 | -0.0841 | 0.0168 | -0.1651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90204 | -60663 | -132842 | -170475 | -65054 | -174711 |
Profit Factor | 1.3438 | 1.5581 | 1.1697 | 0.8143 | 1.1948 | 0.6215 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 69.3182 | 70.4545 | 68.1818 | 69.3182 | 70.4545 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.5948 | 0.6534 | 0.5458 | 0.3604 | 0.501 | 0.2901 |
Largest Winning Trade | 31678 | 31678 | 24395 | 31678 | 31678 | 27165 |
Largest Losing Trade | -90204 | -55535 | -90204 | -163605 | -41210 | -163605 |
Avg Bars in Trades | 39 | 46 | 31 | 39 | 46 | 31 |
Avg Bars in Winners | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Losers | 66 | 85 | 48 | 66 | 85 | 48 |
Bars Traded | 3442 | 2036 | 1406 | 3442 | 2036 | 1406 |
Profit Streak | 64.8394 | 140.8394 | 64.8394 | 64.8394 | 140.8394 | 64.8394 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303199 | -44570 | -172086 | -576150 | -179418 | -576922 |
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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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