Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222717.3767 | 78155.0687 | 144562.308 | 263003.942 | 40408.1506 | 222595.7914 |
Total P&L (%) | 222.7174 | 78.1551 | 144.5623 | 263.0039 | 40.4082 | 222.5958 |
Avg Daily Profit (%) | 0.1992 | 0.0699 | 0.1293 | 0.1154 | 0.0304 | 0.1048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68472 | -64361 | -60880 | -140741 | -102905 | -92737 |
Profit Factor | 1.6425 | 1.4696 | 1.8021 | 1.3623 | 1.1124 | 1.6074 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 49.5413 | 45.4545 | 53.7037 | 49.5413 | 45.4545 | 53.7037 |
Ratio Avg Win / Avg Loss | 1.6729 | 1.7635 | 1.5536 | 1.3875 | 1.3349 | 1.3857 |
Largest Winning Trade | 51769 | 51769 | 33069 | 75473 | 75473 | 71727 |
Largest Losing Trade | -51504 | -18563 | -51504 | -79749 | -36248 | -79749 |
Avg Bars in Trades | 59 | 51 | 68 | 59 | 51 | 68 |
Avg Bars in Winners | 86 | 69 | 100 | 86 | 69 | 100 |
Avg Bars in Losers | 33 | 36 | 30 | 33 | 36 | 30 |
Bars Traded | 6504 | 2827 | 3677 | 6504 | 2827 | 3677 |
Profit Streak | 22.7227 | 26.7227 | 0 | 22.7227 | 26.7227 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409806 | -278634 | -196531 | -37815 | -432673 | -230674 |
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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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