Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214711.3531 | -11844.4077 | 226555.7607 | 123983.2128 | -127163.7467 | 251146.9595 |
Total P&L (%) | 214.7114 | -11.8444 | 226.5558 | 123.9832 | -127.1637 | 251.147 |
Avg Daily Profit (%) | 0.141 | -0.0078 | 0.1488 | 0.053 | 0 | 0.0825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115566 | -81631 | -46359 | -197422 | -149414 | -108715 |
Profit Factor | 1.4612 | 0.9588 | 2.2748 | 1.1468 | 0.7431 | 1.7189 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 44 | 28 | 16 | 44 | 28 | 16 |
Profitability (%) | 51.1111 | 37.7778 | 64.4444 | 51.1111 | 37.7778 | 64.4444 |
Ratio Avg Win / Avg Loss | 1.3977 | 1.5793 | 1.255 | 1.097 | 1.224 | 0.9483 |
Largest Winning Trade | 73081 | 70895 | 73081 | 61795 | 56618 | 61795 |
Largest Losing Trade | -37513 | -33756 | -37513 | -98915 | -44720 | -98915 |
Avg Bars in Trades | 65 | 46 | 84 | 65 | 46 | 84 |
Avg Bars in Winners | 80 | 57 | 93 | 80 | 57 | 93 |
Avg Bars in Losers | 50 | 40 | 67 | 50 | 40 | 67 |
Bars Traded | 5893 | 2101 | 3792 | 5893 | 2101 | 3792 |
Profit Streak | 4.6365 | 4.6365 | 30.3865 | 4.6365 | 4.6365 | 30.3865 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2447 | -582312 | 407937 | -179951 | -583423 | -79786 |
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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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