Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291546.6951 | 148262.9614 | 143283.7338 | -131502.6239 | -49890.0664 | -81612.5574 |
Total P&L (%) | 291.5467 | 148.263 | 143.2837 | -131.5026 | -49.8901 | -81.6126 |
Avg Daily Profit (%) | 0.1532 | 0.0779 | 0.0753 | 0 | -0.0363 | -0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107706 | -86495 | -113861 | -110052 | -19756 | -95396 |
Profit Factor | 1.4236 | 1.3816 | 1.4781 | 0.4892 | 0.6093 | 0.3709 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 63 | 28 | 35 | 33 | 19 | 14 |
Losing Trades | 35 | 21 | 14 | 65 | 30 | 35 |
Profitability (%) | 64.2857 | 57.1429 | 71.4286 | 33.6735 | 38.7755 | 28.5714 |
Ratio Avg Win / Avg Loss | 0.7909 | 1.0362 | 0.5912 | 0.9635 | 0.9621 | 0.9271 |
Largest Winning Trade | 103367 | 103367 | 39061 | 29742 | 29742 | 8372 |
Largest Losing Trade | -106773 | -57011 | -106773 | -76532 | -50837 | -76532 |
Avg Bars in Trades | 113 | 133 | 93 | 113 | 133 | 93 |
Avg Bars in Winners | 75 | 87 | 65 | 166 | 189 | 135 |
Avg Bars in Losers | 181 | 194 | 162 | 86 | 97 | 76 |
Bars Traded | 11099 | 6528 | 4571 | 11099 | 6528 | 4571 |
Profit Streak | 21.811 | 0 | 65.6444 | 0 | 146.311 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325999 | -87357 | -89512 | -586866 | -584084 | -595033 |
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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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