Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175611.495 | 79014.6027 | 96596.8923 | 27619.0195 | -34632.3102 | 62251.3298 |
Total P&L (%) | 175.6115 | 79.0146 | 96.5969 | 27.619 | -34.6323 | 62.2513 |
Avg Daily Profit (%) | 0.158 | 0.0711 | 0.0869 | 0.0219 | -0.0382 | 0.0436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82650 | -79223 | -46434 | -166576 | -157334 | -48485 |
Profit Factor | 1.3952 | 1.2226 | 2.08 | 1.0535 | 0.9158 | 1.5925 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 81.0811 | 76.3636 | 85.7143 | 81.0811 | 76.3636 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.3255 | 0.3784 | 0.3467 | 0.2458 | 0.2834 | 0.2654 |
Largest Winning Trade | 28580 | 28580 | 23000 | 31760 | 31760 | 22254 |
Largest Losing Trade | -50419 | -50419 | -46434 | -123798 | -123798 | -48485 |
Avg Bars in Trades | 110 | 213 | 9 | 110 | 213 | 9 |
Avg Bars in Winners | 32 | 62 | 5 | 32 | 62 | 5 |
Avg Bars in Losers | 447 | 701 | 33 | 447 | 701 | 33 |
Bars Traded | 12282 | 11766 | 516 | 12282 | 11766 | 516 |
Profit Streak | 77.2259 | 77.8092 | 77.2259 | 77.2259 | 77.8092 | 77.2259 |
Trades During Streak | 14 | 7 | 7 | 14 | 7 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451224 | -275140 | -249507 | -323930 | -755855 | -308810 |
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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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