Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289625.9988 | 34878.6804 | 254747.3184 | 351956.4177 | -1001.694 | 352958.1117 |
Total P&L (%) | 289.626 | 34.8787 | 254.7473 | 351.9564 | -1.0017 | 352.9581 |
Avg Daily Profit (%) | 0.1909 | 0.023 | 0.1679 | 0.0995 | -0.0007 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115664 | -86351 | -42794 | -222822 | -200872 | -83105 |
Profit Factor | 1.6115 | 1.1263 | 2.2896 | 1.2983 | 0.9985 | 1.6669 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 48.6486 | 43.6364 | 53.5714 | 48.6486 | 43.6364 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.701 | 1.4548 | 1.9843 | 1.3704 | 1.2897 | 1.4446 |
Largest Winning Trade | 74571 | 59879 | 74571 | 132427 | 114096 | 132427 |
Largest Losing Trade | -35354 | -32437 | -35354 | -76371 | -76371 | -76337 |
Avg Bars in Trades | 159 | 114 | 203 | 159 | 114 | 203 |
Avg Bars in Winners | 182 | 119 | 233 | 182 | 119 | 233 |
Avg Bars in Losers | 137 | 110 | 168 | 137 | 110 | 168 |
Bars Traded | 17697 | 6298 | 11399 | 17697 | 6298 | 11399 |
Profit Streak | 41.6397 | 53.1397 | 41.6397 | 41.6397 | 53.1397 | 41.6397 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429540 | -427523 | -166462 | -58749 | -760233 | -236088 |
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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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