Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253718.923 | 192002.0036 | 61716.9193 | -13625.0155 | -124264.1974 | 110639.1818 |
Total P&L (%) | 253.7189 | 192.002 | 61.7169 | -13.625 | -124.2642 | 110.6392 |
Avg Daily Profit (%) | 0.1602 | 0.1213 | 0.039 | -0.0092 | 0 | 0.0471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117116 | -124229 | -102667 | -668751 | -653251 | -286010 |
Profit Factor | 1.3645 | 1.5389 | 1.1816 | 0.9918 | 0.8789 | 1.1755 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 61.6162 | 57.1429 | 66 | 61.6162 | 57.1429 | 66 |
Ratio Avg Win / Avg Loss | 0.85 | 1.1542 | 0.6087 | 0.6178 | 0.6592 | 0.6056 |
Largest Winning Trade | 102132 | 102132 | 46215 | 211851 | 211851 | 148670 |
Largest Losing Trade | -66935 | -66935 | -49350 | -268605 | -268605 | -185215 |
Avg Bars in Trades | 92 | 115 | 69 | 92 | 115 | 69 |
Avg Bars in Winners | 61 | 76 | 48 | 61 | 76 | 48 |
Avg Bars in Losers | 142 | 168 | 110 | 142 | 168 | 110 |
Bars Traded | 9177 | 5682 | 3495 | 9177 | 5682 | 3495 |
Profit Streak | 45.9298 | 45.9298 | 60.9298 | 45.9298 | 45.9298 | 60.9298 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334115 | -28013 | -340788 | -577589 | -579198 | -336176 |
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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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