Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212935.81 | 196227.0849 | 16708.7251 | -97293.8015 | 86247.5615 | -183541.363 |
Total P&L (%) | 212.9358 | 196.2271 | 16.7087 | -97.2938 | 86.2476 | -183.5414 |
Avg Daily Profit (%) | 0.1499 | 0.1382 | 0.0118 | -0.2538 | 0.0438 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126792 | -49997 | -110019 | -321225 | -141308 | -303780 |
Profit Factor | 1.3926 | 1.9748 | 1.049 | 0.8756 | 1.3325 | 0.6491 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 73.3945 | 72.2222 | 74.5455 | 73.3945 | 72.2222 | 74.5455 |
Ratio Avg Win / Avg Loss | 0.5048 | 0.7595 | 0.3582 | 0.3174 | 0.5125 | 0.2216 |
Largest Winning Trade | 37657 | 37657 | 37438 | 47477 | 29047 | 47477 |
Largest Losing Trade | -96857 | -47855 | -96857 | -233105 | -108546 | -233105 |
Avg Bars in Trades | 36 | 40 | 31 | 36 | 40 | 31 |
Avg Bars in Winners | 16 | 18 | 15 | 16 | 18 | 15 |
Avg Bars in Losers | 90 | 98 | 80 | 90 | 98 | 80 |
Bars Traded | 3944 | 2187 | 1757 | 3944 | 2187 | 1757 |
Profit Streak | 11.7989 | 0 | 46.7989 | 11.7989 | 0 | 46.7989 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370687 | -184799 | -530401 | -576551 | -312970 | -756663 |
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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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