Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85922.5134 | 85869.7661 | 52.7473 | -1603.8438 | 28018.7039 | -29622.5477 |
Total P&L (%) | 85.9225 | 85.8698 | 0.0527 | -1.6038 | 28.0187 | -29.6225 |
Avg Daily Profit (%) | 0.165 | 0.1649 | 0.0001 | -0.0031 | 0.0474 | -0.0674 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96287 | -73345 | -42610 | -45796 | -34981 | -38591 |
Profit Factor | 1.2035 | 1.4382 | 1.0002 | 0.9935 | 1.2823 | 0.7969 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 65.0485 | 64.7059 | 65.3846 | 65.0485 | 64.7059 | 65.3846 |
Ratio Avg Win / Avg Loss | 0.6467 | 0.7845 | 0.5295 | 0.5338 | 0.6994 | 0.4219 |
Largest Winning Trade | 27269 | 27269 | 16117 | 11277 | 11277 | 8027 |
Largest Losing Trade | -49463 | -34583 | -49463 | -49463 | -22028 | -49463 |
Avg Bars in Trades | 237 | 279 | 196 | 237 | 279 | 196 |
Avg Bars in Winners | 140 | 170 | 111 | 140 | 170 | 111 |
Avg Bars in Losers | 418 | 480 | 357 | 418 | 480 | 357 |
Bars Traded | 24469 | 14268 | 10201 | 24469 | 14268 | 10201 |
Profit Streak | 12.073 | 12.073 | 26.5105 | 12.073 | 12.073 | 26.5105 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302775 | -171049 | -757514 | -577516 | -312166 | -757905 |
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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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