Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159732.5988 | 125339.189 | 34393.4098 | 112951.7432 | 118009.6036 | -5057.8604 |
Total P&L (%) | 159.7326 | 125.3392 | 34.3934 | 112.9517 | 118.0096 | -5.0579 |
Avg Daily Profit (%) | 0.3067 | 0.2407 | 0.066 | 0.1452 | 0.1498 | -0.01 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95446 | -71601 | -48278 | -97572 | -31564 | -100796 |
Profit Factor | 1.397 | 1.737 | 1.1481 | 1.3223 | 1.9654 | 0.9778 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 69.0909 | 72.7273 | 65.4545 | 69.0909 | 72.7273 | 65.4545 |
Ratio Avg Win / Avg Loss | 0.625 | 0.6514 | 0.6059 | 0.5916 | 0.737 | 0.5161 |
Largest Winning Trade | 29908 | 29908 | 29165 | 30594 | 21681 | 30594 |
Largest Losing Trade | -43840 | -38229 | -43840 | -62352 | -20779 | -62352 |
Avg Bars in Trades | 221 | 220 | 222 | 221 | 220 | 222 |
Avg Bars in Winners | 124 | 137 | 110 | 124 | 137 | 110 |
Avg Bars in Losers | 439 | 442 | 436 | 439 | 442 | 436 |
Bars Traded | 24394 | 12133 | 12261 | 24394 | 12133 | 12261 |
Profit Streak | 7.943 | 7.943 | 21.818 | 7.943 | 7.943 | 21.818 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418473 | -168061 | -343962 | 125265 | -168726 | -757931 |
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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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