Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159291.3618 | 93530.7729 | 65760.5889 | 35428.7837 | -109265.0926 | 144693.8764 |
Total P&L (%) | 159.2914 | 93.5308 | 65.7606 | 35.4288 | -109.2651 | 144.6939 |
Avg Daily Profit (%) | 0.1529 | 0.0898 | 0.0631 | 0.0291 | 0 | 0.0859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89097 | -78132 | -18815 | -342293 | -328823 | -23881 |
Profit Factor | 1.5163 | 1.3747 | 2.1163 | 1.0476 | 0.8385 | 3.1501 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 73.7374 | 69.3878 | 78 | 73.7374 | 69.3878 | 78 |
Ratio Avg Win / Avg Loss | 0.54 | 0.6065 | 0.5969 | 0.3731 | 0.3699 | 0.8885 |
Largest Winning Trade | 33112 | 33112 | 13194 | 106161 | 106161 | 21929 |
Largest Losing Trade | -68455 | -68455 | -18815 | -308305 | -308305 | -23881 |
Avg Bars in Trades | 237 | 443 | 36 | 237 | 443 | 36 |
Avg Bars in Winners | 113 | 211 | 27 | 113 | 211 | 27 |
Avg Bars in Losers | 585 | 967 | 65 | 585 | 967 | 65 |
Bars Traded | 23528 | 21719 | 1809 | 23528 | 21719 | 1809 |
Profit Streak | 47.73 | 47.73 | 75.105 | 47.73 | 47.73 | 75.105 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431773 | -71037 | -282717 | -321367 | -577608 | -250024 |
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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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