Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124376.6504 | 21380.7497 | 102995.9006 | 66666.9516 | 26301.4426 | 40365.509 |
Total P&L (%) | 124.3767 | 21.3808 | 102.9959 | 66.667 | 26.3014 | 40.3655 |
Avg Daily Profit (%) | 0.2388 | 0.0411 | 0.1978 | 0.0981 | 0.0448 | 0.0651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51876 | -9581 | -55644 | -124543 | -17247 | -133718 |
Profit Factor | 1.2942 | 1.3584 | 1.2837 | 1.0981 | 1.3017 | 1.0682 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 91 | 55 | 36 | 91 | 55 | 36 |
Losing Trades | 110 | 46 | 64 | 110 | 46 | 64 |
Profitability (%) | 45.2736 | 54.4554 | 36 | 45.2736 | 54.4554 | 36 |
Ratio Avg Win / Avg Loss | 1.5645 | 1.1361 | 2.2821 | 1.3274 | 1.0887 | 1.899 |
Largest Winning Trade | 39160 | 8540 | 39160 | 62007 | 10166 | 62007 |
Largest Losing Trade | -27108 | -4186 | -27108 | -62012 | -5416 | -62012 |
Avg Bars in Trades | 119 | 5 | 235 | 119 | 5 | 235 |
Avg Bars in Winners | 170 | 5 | 422 | 170 | 5 | 422 |
Avg Bars in Losers | 77 | 5 | 129 | 77 | 5 | 129 |
Bars Traded | 24027 | 514 | 23513 | 24027 | 514 | 23513 |
Profit Streak | 20.132 | 34.7987 | 20.132 | 20.132 | 34.7987 | 20.132 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332194 | -141752 | 106250 | -174644 | -134792 | -258333 |
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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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