Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268959.2723 | 117062.6652 | 151896.6071 | -65057.0455 | -61013.3006 | -4043.745 |
Total P&L (%) | 268.9593 | 117.0627 | 151.8966 | -65.057 | -61.0133 | -4.0437 |
Avg Daily Profit (%) | 0.1683 | 0.0733 | 0.0951 | -0.0658 | -0.0589 | -0.0026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137106 | -85974 | -137299 | -156938 | -119075 | -125747 |
Profit Factor | 1.5302 | 1.4868 | 1.5694 | 0.8644 | 0.7284 | 0.9842 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 62.1622 | 54.5455 | 69.6429 | 62.1622 | 54.5455 | 69.6429 |
Ratio Avg Win / Avg Loss | 0.9314 | 1.239 | 0.6841 | 0.5262 | 0.607 | 0.429 |
Largest Winning Trade | 54061 | 54061 | 33550 | 27645 | 23307 | 27645 |
Largest Losing Trade | -95899 | -55369 | -95899 | -88612 | -88612 | -72529 |
Avg Bars in Trades | 82 | 82 | 83 | 82 | 82 | 83 |
Avg Bars in Winners | 63 | 59 | 66 | 63 | 59 | 66 |
Avg Bars in Losers | 115 | 109 | 123 | 115 | 109 | 123 |
Bars Traded | 9201 | 4517 | 4684 | 9201 | 4517 | 4684 |
Profit Streak | 6.3496 | 0 | 47.8496 | 6.3496 | 0 | 47.8496 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350579 | -273352 | -242069 | -578214 | -760244 | -756869 |
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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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