Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240258.4155 | -8068.9318 | 248327.3473 | 101360.8582 | -215865.5368 | 317226.395 |
Total P&L (%) | 240.2584 | -8.0689 | 248.3273 | 101.3609 | -215.8655 | 317.2264 |
Avg Daily Profit (%) | 0.1572 | -0.0053 | 0.1625 | 0.0458 | 0 | 0.0935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108727 | -77870 | -118230 | -411098 | -289159 | -342116 |
Profit Factor | 1.4139 | 0.9731 | 1.8848 | 1.0741 | 0.6916 | 1.4753 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 52.2523 | 46.4286 | 58.1818 | 52.2523 | 46.4286 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.292 | 1.1228 | 1.3547 | 0.9815 | 0.7979 | 1.0604 |
Largest Winning Trade | 59543 | 42123 | 59543 | 178587 | 81678 | 178587 |
Largest Losing Trade | -50036 | -35982 | -50036 | -151012 | -134346 | -151012 |
Avg Bars in Trades | 26 | 12 | 40 | 26 | 12 | 40 |
Avg Bars in Winners | 31 | 12 | 46 | 31 | 12 | 46 |
Avg Bars in Losers | 21 | 12 | 33 | 21 | 12 | 33 |
Bars Traded | 2966 | 715 | 2251 | 2966 | 715 | 2251 |
Profit Streak | 11.7856 | 30.7856 | 11.7856 | 11.7856 | 30.7856 | 11.7856 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378240 | -758816 | -168139 | -269910 | -760483 | -244892 |
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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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