Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115628.9866 | 181315.8444 | -65686.8578 | 52601.7212 | 106081.9285 | -53480.2072 |
Total P&L (%) | 115.629 | 181.3158 | -65.6869 | 52.6017 | 106.0819 | -53.4802 |
Avg Daily Profit (%) | 0.0937 | 0.1469 | -0.0532 | 0.0342 | 0.0586 | -0.062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132722 | -43472 | -109280 | -25445 | -24875 | -25445 |
Profit Factor | 1.2049 | 2.1546 | 0.8387 | 1.1784 | 3.1296 | 0.7817 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 71 | 34 | 37 | 71 | 35 | 36 |
Losing Trades | 20 | 11 | 9 | 20 | 10 | 10 |
Profitability (%) | 78.022 | 75.5556 | 80.4348 | 78.022 | 77.7778 | 78.2609 |
Ratio Avg Win / Avg Loss | 0.3394 | 0.6971 | 0.204 | 0.332 | 0.8942 | 0.2171 |
Largest Winning Trade | 38861 | 38861 | 19402 | 69386 | 32751 | 69386 |
Largest Losing Trade | -178907 | -33652 | -178907 | -178907 | -20453 | -178907 |
Avg Bars in Trades | 77 | 83 | 70 | 77 | 83 | 70 |
Avg Bars in Winners | 47 | 48 | 46 | 54 | 60 | 49 |
Avg Bars in Losers | 184 | 194 | 171 | 157 | 166 | 147 |
Bars Traded | 7027 | 3769 | 3257 | 7027 | 3769 | 3257 |
Profit Streak | 57.0621 | 85.3955 | 57.0621 | 57.0621 | 85.3955 | 57.0621 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64453 | 331369 | -575792 | -168601 | -106350 | -576060 |
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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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