Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185078.9427 | 131646.8459 | 53432.0969 | -86711.7804 | 9240.2021 | -95951.9825 |
Total P&L (%) | 185.0789 | 131.6468 | 53.4321 | -86.7118 | 9.2402 | -95.952 |
Avg Daily Profit (%) | 0.1777 | 0.1264 | 0.0513 | -0.1936 | 0.0085 | -0.3074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101441 | -26428 | -96145 | -93888 | -10468 | -44757 |
Profit Factor | 1.3777 | 1.8588 | 1.1587 | 0.4908 | 1.3569 | 0.3355 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 68.8073 | 65.4545 | 72.2222 | 68.8073 | 65.4545 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.6245 | 0.981 | 0.4456 | 0.2225 | 0.7161 | 0.129 |
Largest Winning Trade | 39447 | 39447 | 33565 | 10044 | 10044 | 7890 |
Largest Losing Trade | -95352 | -19227 | -95352 | -76357 | -7586 | -76357 |
Avg Bars in Trades | 222 | 124 | 322 | 222 | 124 | 322 |
Avg Bars in Winners | 160 | 101 | 213 | 160 | 101 | 213 |
Avg Bars in Losers | 361 | 168 | 605 | 361 | 168 | 605 |
Bars Traded | 24289 | 6864 | 17425 | 24289 | 6864 | 17425 |
Profit Streak | 45.4625 | 62.3375 | 45.4625 | 45.4625 | 62.3375 | 45.4625 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391395 | -200210 | -349375 | -576227 | -525168 | -756964 |
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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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