Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224122.8165 | 173028.3015 | 51094.515 | -107651.6251 | -46691.4124 | -60960.2127 |
Total P&L (%) | 224.1228 | 173.0283 | 51.0945 | -107.6516 | -46.6914 | -60.9602 |
Avg Daily Profit (%) | 0.1793 | 0.1384 | 0.0409 | 0 | -0.0503 | -0.0752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150728 | -65791 | -120657 | -119546 | -45757 | -73788 |
Profit Factor | 1.3948 | 1.7405 | 1.153 | 0.2759 | 0.2716 | 0.2791 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 62 | 31 | 31 | 31 | 15 | 16 |
Losing Trades | 36 | 18 | 18 | 67 | 34 | 33 |
Profitability (%) | 63.2653 | 63.2653 | 63.2653 | 31.6327 | 30.6122 | 32.6531 |
Ratio Avg Win / Avg Loss | 0.8099 | 1.0106 | 0.6695 | 0.5962 | 0.6156 | 0.5757 |
Largest Winning Trade | 40873 | 40873 | 33823 | 15295 | 13987 | 15295 |
Largest Losing Trade | -101134 | -35288 | -101134 | -69217 | -33404 | -69217 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 23 | 22 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 22 | 22 |
Bars Traded | 2246 | 1124 | 1122 | 2246 | 1124 | 1122 |
Profit Streak | 87.0634 | 190.0634 | 87.0634 | 0 | 0 | 0 |
Trades During Streak | 7 | 8 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368545 | -2469 | -190014 | -587382 | -587943 | -587149 |
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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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