Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209595.2934 | 212382.3068 | -2787.0134 | -21702.1239 | 31327.019 | -53029.1429 |
Total P&L (%) | 209.5953 | 212.3823 | -2.787 | -21.7021 | 31.327 | -53.0291 |
Avg Daily Profit (%) | 0.173 | 0.1753 | -0.0023 | -0.0202 | 0.0225 | -0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146069 | -93841 | -97976 | -126599 | -128946 | -88946 |
Profit Factor | 1.4748 | 1.9813 | 0.9876 | 0.9461 | 1.162 | 0.7466 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 49.0566 | 49.0566 | 49.0566 | 49.0566 | 49.0566 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.5315 | 2.0575 | 1.0256 | 0.9825 | 1.2067 | 0.7753 |
Largest Winning Trade | 179526 | 179526 | 37532 | 109638 | 109638 | 31478 |
Largest Losing Trade | -65940 | -27782 | -65940 | -76076 | -39660 | -76076 |
Avg Bars in Trades | 43 | 48 | 38 | 43 | 48 | 38 |
Avg Bars in Winners | 54 | 60 | 48 | 54 | 60 | 48 |
Avg Bars in Losers | 32 | 36 | 28 | 32 | 36 | 28 |
Bars Traded | 4583 | 2563 | 2020 | 4583 | 2563 | 2020 |
Profit Streak | 16.8729 | 92.6229 | 16.8729 | 16.8729 | 92.6229 | 16.8729 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382917 | -167846 | -758961 | -579794 | -387174 | -760628 |
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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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