Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257775.4089 | 58767.3116 | 199008.0973 | -77871.0128 | -48838.5193 | -29032.4935 |
Total P&L (%) | 257.7754 | 58.7673 | 199.0081 | -77.871 | -48.8385 | -29.0325 |
Avg Daily Profit (%) | 0.1551 | 0.0354 | 0.1197 | -0.0907 | -0.0403 | -0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223065 | -119930 | -139792 | -131860 | -59503 | -118924 |
Profit Factor | 1.4369 | 1.1902 | 1.708 | 0.7544 | 0.6447 | 0.8384 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 78.0702 | 71.9298 | 84.2105 | 78.0702 | 71.9298 | 84.2105 |
Ratio Avg Win / Avg Loss | 0.4036 | 0.4645 | 0.3203 | 0.2119 | 0.2516 | 0.1572 |
Largest Winning Trade | 37902 | 37902 | 29796 | 28512 | 12248 | 28512 |
Largest Losing Trade | -94391 | -57770 | -94391 | -118924 | -34154 | -118924 |
Avg Bars in Trades | 41 | 50 | 32 | 41 | 50 | 32 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 113 | 123 | 94 | 113 | 123 | 94 |
Bars Traded | 4764 | 2888 | 1875 | 4764 | 2888 | 1875 |
Profit Streak | 160.0538 | 160.0538 | 287.3871 | 160.0538 | 160.0538 | 287.3871 |
Trades During Streak | 11 | 5 | 7 | 11 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442500 | -335193 | -207048 | -574977 | -756579 | -755100 |
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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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