Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156861.6808 | 74857.158 | 82004.5228 | 258914.1811 | 169667.7543 | 89246.4267 |
Total P&L (%) | 156.8617 | 74.8572 | 82.0045 | 258.9142 | 169.6678 | 89.2464 |
Avg Daily Profit (%) | 0.6023 | 0.2874 | 0.3149 | 0.4919 | 0.3817 | 0.2452 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42047 | -47532 | -25249 | -109891 | -50927 | -94266 |
Profit Factor | 1.7086 | 1.6114 | 1.8289 | 1.528 | 1.6363 | 1.3989 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 44.2478 | 37.5 | 50.8772 | 44.2478 | 37.5 | 50.8772 |
Ratio Avg Win / Avg Loss | 2.1528 | 2.6856 | 1.7658 | 1.9253 | 2.7271 | 1.3507 |
Largest Winning Trade | 34042 | 34042 | 19731 | 69431 | 69431 | 28970 |
Largest Losing Trade | -13542 | -11828 | -13542 | -49885 | -26683 | -49885 |
Avg Bars in Trades | 216 | 239 | 194 | 216 | 239 | 194 |
Avg Bars in Winners | 284 | 299 | 274 | 284 | 299 | 274 |
Avg Bars in Losers | 163 | 203 | 112 | 163 | 203 | 112 |
Bars Traded | 24503 | 13418 | 11085 | 24503 | 13418 | 11085 |
Profit Streak | 5.1635 | 11.4552 | 5.1635 | 5.1635 | 11.4552 | 5.1635 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 437313 | -174080 | -168550 | 379950 | -173227 | -171927 |
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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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