Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92523.5211 | -11807.5125 | 104331.0336 | 20689.8316 | -12095.3303 | 32785.1619 |
Total P&L (%) | 92.5235 | -11.8075 | 104.331 | 20.6898 | -12.0953 | 32.7852 |
Avg Daily Profit (%) | 0.1776 | -0.0227 | 0.2003 | 0.0361 | -0.0247 | 0.0545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57577 | -16858 | -56308 | -99789 | -18660 | -92136 |
Profit Factor | 1.2706 | 0.6207 | 1.3357 | 1.0462 | 0.6589 | 1.0794 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 60 | 21 | 39 | 60 | 21 | 39 |
Losing Trades | 55 | 37 | 18 | 55 | 37 | 18 |
Profitability (%) | 52.1739 | 36.2069 | 68.4211 | 52.1739 | 36.2069 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.1647 | 1.0936 | 0.6165 | 0.959 | 1.1609 | 0.4982 |
Largest Winning Trade | 31085 | 2598 | 31085 | 29724 | 3665 | 29724 |
Largest Losing Trade | -40199 | -2472 | -40199 | -57390 | -3086 | -57390 |
Avg Bars in Trades | 205 | 1 | 412 | 205 | 1 | 412 |
Avg Bars in Winners | 230 | 1 | 353 | 230 | 1 | 353 |
Avg Bars in Losers | 178 | 1 | 542 | 178 | 1 | 542 |
Bars Traded | 23596 | 61 | 23534 | 23596 | 61 | 23534 |
Profit Streak | 11.6659 | 11.6659 | 14.77 | 11.6659 | 11.6659 | 14.77 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321290 | -763455 | -170486 | -320903 | -763455 | -434607 |
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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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