Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107393.6291 | 187776.9434 | -80383.3143 | 315447.3641 | 230972.1282 | 84475.2358 |
Total P&L (%) | 107.3936 | 187.7769 | -80.3833 | 315.4474 | 230.9721 | 84.4752 |
Avg Daily Profit (%) | 0.087 | 0.1521 | -0.0651 | 0.1155 | 0.097 | 0.0496 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123537 | -48129 | -124435 | -109691 | -107913 | -124013 |
Profit Factor | 1.173 | 2.227 | 0.8282 | 1.4838 | 2.1745 | 1.1855 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 68 | 34 | 34 | 68 | 33 | 35 |
Losing Trades | 25 | 12 | 13 | 25 | 13 | 12 |
Profitability (%) | 73.1183 | 73.913 | 72.3404 | 73.1183 | 71.7391 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.4312 | 0.786 | 0.3167 | 0.5455 | 0.8566 | 0.4065 |
Largest Winning Trade | 34457 | 34457 | 30422 | 107939 | 53359 | 107939 |
Largest Losing Trade | -181340 | -38674 | -181340 | -181340 | -92151 | -181340 |
Avg Bars in Trades | 151 | 161 | 141 | 151 | 161 | 141 |
Avg Bars in Winners | 94 | 103 | 85 | 110 | 121 | 99 |
Avg Bars in Losers | 305 | 327 | 285 | 262 | 262 | 263 |
Bars Traded | 14064 | 7428 | 6636 | 14064 | 7428 | 6636 |
Profit Streak | 35.1699 | 85.0032 | 35.1699 | 35.1699 | 85.0032 | 35.1699 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103683 | 477171 | -576809 | -34299 | -57789 | -140520 |
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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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