Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148899.9141 | 59586.4205 | 89313.4935 | 164390.4999 | 48632.3793 | 115758.1206 |
Total P&L (%) | 148.8999 | 59.5864 | 89.3135 | 164.3905 | 48.6324 | 115.7581 |
Avg Daily Profit (%) | 0.2859 | 0.1144 | 0.1715 | 0.1868 | 0.0761 | 0.1478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44271 | -58907 | -31809 | -121432 | -153970 | -94330 |
Profit Factor | 1.5237 | 1.3764 | 1.7088 | 1.2524 | 1.1267 | 1.4328 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 44.5545 | 36 | 52.9412 | 44.5545 | 36 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.8962 | 2.4469 | 1.5189 | 1.5585 | 2.003 | 1.2736 |
Largest Winning Trade | 55449 | 55449 | 27977 | 88900 | 88900 | 44421 |
Largest Losing Trade | -20176 | -17985 | -20176 | -46499 | -46499 | -45379 |
Avg Bars in Trades | 243 | 216 | 269 | 243 | 216 | 269 |
Avg Bars in Winners | 395 | 373 | 409 | 395 | 373 | 409 |
Avg Bars in Losers | 121 | 127 | 112 | 121 | 127 | 112 |
Bars Traded | 24556 | 10810 | 13745 | 24556 | 10810 | 13745 |
Profit Streak | 13.9565 | 0 | 25.6023 | 13.9565 | 0 | 25.6023 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327477 | -225364 | -168606 | 237311 | -358905 | -174124 |
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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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