Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245164.4769 | 153923.4017 | 91241.0751 | -59100.9548 | -20400.0853 | -38700.8696 |
Total P&L (%) | 245.1645 | 153.9234 | 91.2411 | -59.101 | -20.4001 | -38.7009 |
Avg Daily Profit (%) | 0.1961 | 0.1231 | 0.073 | -0.0715 | -0.0182 | -0.0391 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110576 | -51269 | -95387 | -82941 | -42371 | -73022 |
Profit Factor | 1.5404 | 1.8893 | 1.3252 | 0.7614 | 0.8031 | 0.7314 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 81.0345 | 79.3103 | 82.7586 | 81.0345 | 79.3103 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.3605 | 0.4929 | 0.2761 | 0.1782 | 0.2095 | 0.1524 |
Largest Winning Trade | 25684 | 25684 | 16938 | 10953 | 9765 | 10953 |
Largest Losing Trade | -95387 | -51269 | -95387 | -70059 | -42371 | -70059 |
Avg Bars in Trades | 19 | 23 | 14 | 19 | 23 | 14 |
Avg Bars in Winners | 10 | 10 | 9 | 10 | 10 | 9 |
Avg Bars in Losers | 56 | 73 | 36 | 56 | 73 | 36 |
Bars Traded | 2207 | 1372 | 835 | 2207 | 1372 | 835 |
Profit Streak | 49.7441 | 92.2441 | 49.7441 | 49.7441 | 92.2441 | 49.7441 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479414 | -202897 | -272006 | -574934 | -755796 | -755834 |
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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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