Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229953.6622 | 191421.4442 | 38532.218 | 12240.882 | 483306.8628 | -471065.9808 |
Total P&L (%) | 229.9537 | 191.4214 | 38.5322 | 12.2409 | 483.3069 | -471.066 |
Avg Daily Profit (%) | 0.1626 | 0.1353 | 0.0272 | 0.0082 | 0.1248 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152849 | -51537 | -116551 | -1247329 | -147862 | -1122439 |
Profit Factor | 1.451 | 1.8202 | 1.1393 | 1.007 | 2.1085 | 0.6383 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 73.7864 | 74.5098 | 73.0769 | 73.7864 | 74.5098 | 73.0769 |
Ratio Avg Win / Avg Loss | 0.5155 | 0.6227 | 0.4198 | 0.3578 | 0.7213 | 0.2352 |
Largest Winning Trade | 47914 | 47914 | 21517 | 169458 | 169458 | 101276 |
Largest Losing Trade | -82408 | -51537 | -82408 | -1095355 | -147862 | -1095355 |
Avg Bars in Trades | 51 | 62 | 40 | 51 | 62 | 40 |
Avg Bars in Winners | 28 | 37 | 19 | 28 | 37 | 19 |
Avg Bars in Losers | 116 | 135 | 98 | 116 | 135 | 98 |
Bars Traded | 5289 | 3173 | 2116 | 5289 | 3173 | 2116 |
Profit Streak | 13.718 | 13.718 | 55.968 | 13.718 | 13.718 | 55.968 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423879 | -187971 | -403411 | -487296 | -201514 | -756440 |
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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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