Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 133392.7237 | 216171.6859 | -82778.9622 | 342115.3974 | 279920.9533 | 62194.4441 |
Total P&L (%) | 133.3927 | 216.1717 | -82.779 | 342.1154 | 279.921 | 62.1944 |
Avg Daily Profit (%) | 0.1081 | 0.1751 | -0.0671 | 0.1205 | 0.1082 | 0.0392 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271027 | -42515 | -266868 | -367575 | -91911 | -385761 |
Profit Factor | 1.2147 | 2.4355 | 0.8241 | 1.4202 | 2.4707 | 1.0997 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 66 | 33 | 33 | 62 | 30 | 32 |
Losing Trades | 23 | 11 | 12 | 27 | 14 | 13 |
Profitability (%) | 74.1573 | 75 | 73.3333 | 69.6629 | 68.1818 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.4233 | 0.8118 | 0.2997 | 0.6185 | 1.153 | 0.4468 |
Largest Winning Trade | 46815 | 46815 | 34589 | 231715 | 62951 | 231715 |
Largest Losing Trade | -185975 | -36479 | -185975 | -323829 | -81929 | -323829 |
Avg Bars in Trades | 159 | 172 | 146 | 159 | 172 | 146 |
Avg Bars in Winners | 109 | 130 | 87 | 116 | 131 | 101 |
Avg Bars in Losers | 303 | 296 | 310 | 258 | 259 | 258 |
Bars Traded | 14186 | 7575 | 6610 | 14186 | 7575 | 6610 |
Profit Streak | 57.4329 | 85.4329 | 57.4329 | 57.4329 | 85.4329 | 57.4329 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45592 | 501651 | -576288 | -28351 | -41156 | -249403 |
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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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