Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83002.7748 | 80208.1428 | 2794.632 | 41380.7202 | 61751.2278 | -20370.5077 |
Total P&L (%) | 83.0028 | 80.2081 | 2.7946 | 41.3807 | 61.7512 | -20.3705 |
Avg Daily Profit (%) | 0.1594 | 0.154 | 0.0054 | 0.0665 | 0.0924 | -0.0437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116433 | -107754 | -29460 | -241444 | -213858 | -73580 |
Profit Factor | 1.2814 | 1.3832 | 1.0326 | 1.0806 | 1.1762 | 0.8749 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 56.0748 | 56.6038 | 55.5556 | 56.0748 | 56.6038 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.0037 | 1.0604 | 0.8261 | 0.8465 | 0.9017 | 0.6999 |
Largest Winning Trade | 25861 | 25861 | 9056 | 45868 | 45868 | 17578 |
Largest Losing Trade | -31856 | -31856 | -10283 | -62123 | -62123 | -33596 |
Avg Bars in Trades | 223 | 412 | 37 | 223 | 412 | 37 |
Avg Bars in Winners | 146 | 259 | 32 | 146 | 259 | 32 |
Avg Bars in Losers | 321 | 611 | 42 | 321 | 611 | 42 |
Bars Traded | 23870 | 21859 | 2011 | 23870 | 21859 | 2011 |
Profit Streak | 12.7459 | 0 | 12.9334 | 12.7459 | 0 | 12.9334 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300929 | -171948 | -717036 | -238634 | -278379 | -760072 |
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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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