Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 176279.3703 | 57395.7589 | 118883.6114 | 51250.568 | 15793.3786 | 35457.1894 |
Total P&L (%) | 176.2794 | 57.3958 | 118.8836 | 51.2506 | 15.7934 | 35.4572 |
Avg Daily Profit (%) | 0.156 | 0.0508 | 0.1052 | 0.0366 | 0.013 | 0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87044 | -40056 | -84372 | -179445 | -59075 | -172505 |
Profit Factor | 1.7587 | 1.5823 | 1.8886 | 1.1325 | 1.1107 | 1.1452 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 89 | 41 | 48 | 89 | 41 | 48 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 83.1776 | 77.3585 | 88.8889 | 83.1776 | 77.3585 | 88.8889 |
Ratio Avg Win / Avg Loss | 0.3557 | 0.4631 | 0.2361 | 0.229 | 0.3251 | 0.1432 |
Largest Winning Trade | 17615 | 10865 | 17615 | 19963 | 13537 | 19963 |
Largest Losing Trade | -84372 | -40056 | -84372 | -172505 | -59075 | -172505 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 18 | 7 | 27 | 18 | 7 | 27 |
Avg Bars in Losers | 78 | 73 | 86 | 78 | 73 | 86 |
Bars Traded | 3045 | 1195 | 1850 | 3045 | 1195 | 1850 |
Profit Streak | 147.2789 | 147.2789 | 147.6123 | 147.2789 | 147.2789 | 147.6123 |
Trades During Streak | 17 | 8 | 9 | 17 | 8 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523865 | -300506 | -225489 | -214921 | -460292 | -395857 |
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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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