Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177228.0767 | 154825.8159 | 22402.2608 | 16122.9002 | 17368.6647 | -1245.7645 |
Total P&L (%) | 177.2281 | 154.8258 | 22.4023 | 16.1229 | 17.3687 | -1.2458 |
Avg Daily Profit (%) | 0.1701 | 0.1486 | 0.0215 | 0.0144 | 0.0154 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113570 | -86850 | -35292 | -110441 | -104782 | -50824 |
Profit Factor | 1.4241 | 1.4717 | 1.2498 | 1.0375 | 1.0522 | 0.9872 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 59.633 | 51.8519 | 67.2727 | 59.633 | 51.8519 | 67.2727 |
Ratio Avg Win / Avg Loss | 0.964 | 1.3666 | 0.608 | 0.7023 | 0.9771 | 0.4803 |
Largest Winning Trade | 95502 | 95502 | 18067 | 45921 | 45921 | 13812 |
Largest Losing Trade | -65833 | -65833 | -16509 | -84677 | -84677 | -20586 |
Avg Bars in Trades | 215 | 401 | 32 | 215 | 401 | 32 |
Avg Bars in Winners | 122 | 242 | 31 | 122 | 242 | 31 |
Avg Bars in Losers | 352 | 572 | 35 | 352 | 572 | 35 |
Bars Traded | 23486 | 21679 | 1806 | 23486 | 21679 | 1806 |
Profit Streak | 24.733 | 0 | 99.0247 | 24.733 | 0 | 99.0247 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310440 | -173312 | -347728 | -362021 | -525513 | -757197 |
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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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