Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314131.292 | 247641.819 | 66489.473 | -98843.1586 | 539.4436 | -99382.6023 |
Total P&L (%) | 314.1313 | 247.6418 | 66.4895 | -98.8432 | 0.5394 | -99.3826 |
Avg Daily Profit (%) | 0.2545 | 0.2006 | 0.0539 | -0.3607 | 0.0004 | -0.4113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104206 | -50814 | -101207 | -795 | -270 | -673 |
Profit Factor | 1.7201 | 2.6852 | 1.2298 | 0.0419 | 1.7011 | 0.0295 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 61 | 30 | 31 | 59 | 30 | 29 |
Losing Trades | 14 | 7 | 7 | 16 | 7 | 9 |
Profitability (%) | 81.3333 | 81.0811 | 81.5789 | 78.6667 | 81.0811 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.3948 | 0.6265 | 0.2777 | 0.0114 | 0.3969 | 0.0091 |
Largest Winning Trade | 26587 | 24414 | 26587 | 2185 | 260 | 2185 |
Largest Losing Trade | -101476 | -50814 | -101476 | -101476 | -270 | -101476 |
Avg Bars in Trades | 186 | 215 | 158 | 186 | 215 | 158 |
Avg Bars in Winners | 98 | 113 | 83 | 128 | 145 | 110 |
Avg Bars in Losers | 572 | 650 | 493 | 401 | 514 | 313 |
Bars Traded | 14002 | 7968 | 6034 | 14002 | 7968 | 6034 |
Profit Streak | 24.2533 | 147.0867 | 24.2533 | 24.2533 | 147.0867 | 24.2533 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46906 | 556037 | -118140 | -636278 | -351527 | -576046 |
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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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