Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105902.7479 | 65666.5735 | 40236.1745 | -6059.061 | 95515.0853 | -101574.1463 |
Total P&L (%) | 105.9027 | 65.6666 | 40.2362 | -6.0591 | 95.5151 | -101.5741 |
Avg Daily Profit (%) | 0.4067 | 0.2522 | 0.1545 | -0.024 | 0.2578 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81979 | -33231 | -81979 | -254828 | -40300 | -254828 |
Profit Factor | 1.4427 | 1.7198 | 1.2719 | 0.988 | 1.7546 | 0.7312 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 79 | 37 | 42 | 79 | 37 | 42 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 75.9615 | 71.1538 | 80.7692 | 75.9615 | 71.1538 | 80.7692 |
Ratio Avg Win / Avg Loss | 0.4566 | 0.6972 | 0.3028 | 0.3127 | 0.7113 | 0.1741 |
Largest Winning Trade | 18422 | 11583 | 18422 | 23557 | 17723 | 23557 |
Largest Losing Trade | -81979 | -30554 | -81979 | -254828 | -37101 | -254828 |
Avg Bars in Trades | 229 | 248 | 211 | 229 | 248 | 211 |
Avg Bars in Winners | 128 | 137 | 120 | 128 | 137 | 120 |
Avg Bars in Losers | 550 | 519 | 597 | 550 | 519 | 597 |
Bars Traded | 23917 | 12901 | 11016 | 23917 | 12901 | 11016 |
Profit Streak | 4.9414 | 4.9414 | 19.2956 | 4.9414 | 4.9414 | 19.2956 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443902 | -169786 | -173145 | -577124 | -169382 | -757200 |
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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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