Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204436.3512 | 167156.6743 | 37279.6768 | 47254.9994 | -190265.9573 | 237520.9567 |
Total P&L (%) | 204.4364 | 167.1567 | 37.2797 | 47.255 | -190.266 | 237.521 |
Avg Daily Profit (%) | 0.1963 | 0.1605 | 0.0358 | 0.0372 | 0 | 0.1168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187010 | -159941 | -43503 | -928707 | -888147 | -192486 |
Profit Factor | 1.4548 | 1.481 | 1.3655 | 1.024 | 0.8813 | 1.6425 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 45.7944 | 41.5094 | 50 | 45.7944 | 41.5094 | 50 |
Ratio Avg Win / Avg Loss | 1.722 | 2.0868 | 1.3655 | 1.212 | 1.2418 | 1.6425 |
Largest Winning Trade | 156243 | 156243 | 15528 | 305057 | 305057 | 107471 |
Largest Losing Trade | -30428 | -30428 | -11101 | -272449 | -272449 | -42493 |
Avg Bars in Trades | 227 | 426 | 31 | 227 | 426 | 31 |
Avg Bars in Winners | 288 | 601 | 34 | 288 | 601 | 34 |
Avg Bars in Losers | 174 | 302 | 28 | 174 | 302 | 28 |
Bars Traded | 24294 | 22607 | 1687 | 24294 | 22607 | 1687 |
Profit Streak | 60.9032 | 62.0698 | 60.9032 | 60.9032 | 62.0698 | 60.9032 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353820 | -172798 | -326148 | -338914 | -761493 | -212978 |
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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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