Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 295672.4255 | 193847.4131 | 101825.0124 | 84653.1083 | 485463.5979 | -400810.4896 |
Total P&L (%) | 295.6724 | 193.8474 | 101.825 | 84.6531 | 485.4636 | -400.8105 |
Avg Daily Profit (%) | 0.2075 | 0.136 | 0.0715 | 0.043 | 0.1241 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112371 | -59986 | -118273 | -652726 | -276879 | -772057 |
Profit Factor | 1.5277 | 2.1194 | 1.2631 | 1.0411 | 1.8934 | 0.7361 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 60.7477 | 52.8302 | 68.5185 | 60.7477 | 52.8302 | 68.5185 |
Ratio Avg Win / Avg Loss | 0.9872 | 1.8923 | 0.5803 | 0.6727 | 1.6906 | 0.3382 |
Largest Winning Trade | 45790 | 39436 | 45790 | 168019 | 168019 | 142132 |
Largest Losing Trade | -67220 | -26110 | -67220 | -247694 | -147698 | -247694 |
Avg Bars in Trades | 77 | 71 | 82 | 77 | 71 | 82 |
Avg Bars in Winners | 73 | 65 | 78 | 73 | 65 | 78 |
Avg Bars in Losers | 82 | 77 | 91 | 82 | 77 | 91 |
Bars Traded | 8244 | 3767 | 4477 | 8244 | 3767 | 4477 |
Profit Streak | 29.621 | 0 | 67.7877 | 29.621 | 0 | 67.7877 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349630 | -187086 | -275613 | -310228 | -203442 | -757051 |
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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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