Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171570.3556 | 128871.7031 | 42698.6525 | 71737.0787 | 4801.0113 | 66936.0674 |
Total P&L (%) | 171.5704 | 128.8717 | 42.6987 | 71.7371 | 4.801 | 66.9361 |
Avg Daily Profit (%) | 0.1647 | 0.1237 | 0.041 | 0.0519 | 0.0045 | 0.0492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112773 | -95132 | -28061 | -483758 | -356289 | -157447 |
Profit Factor | 1.396 | 1.3965 | 1.3945 | 1.0466 | 1.0042 | 1.1709 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 57.6577 | 50.9091 | 64.2857 | 57.6577 | 50.9091 | 64.2857 |
Ratio Avg Win / Avg Loss | 1.0252 | 1.3466 | 0.7747 | 0.7686 | 0.9683 | 0.6505 |
Largest Winning Trade | 84155 | 84155 | 18455 | 166096 | 166096 | 80805 |
Largest Losing Trade | -42176 | -42176 | -20267 | -152427 | -152427 | -131350 |
Avg Bars in Trades | 217 | 415 | 23 | 217 | 415 | 23 |
Avg Bars in Winners | 102 | 206 | 21 | 102 | 206 | 21 |
Avg Bars in Losers | 373 | 631 | 25 | 373 | 631 | 25 |
Bars Traded | 24120 | 22827 | 1293 | 24120 | 22827 | 1293 |
Profit Streak | 6.8011 | 0 | 27.1344 | 6.8011 | 0 | 27.1344 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358698 | -207115 | -318524 | -292527 | -750111 | -338972 |
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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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