Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175638.7273 | 122836.2913 | 52802.436 | -101400.4817 | -7635.4701 | -93765.0116 |
Total P&L (%) | 175.6387 | 122.8363 | 52.8024 | -101.4005 | -7.6355 | -93.765 |
Avg Daily Profit (%) | 0.1726 | 0.1207 | 0.0519 | 0 | -0.0078 | -0.2724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170712 | -96006 | -122363 | -96538 | -2854 | -55539 |
Profit Factor | 1.3008 | 1.4736 | 1.1627 | 0.0223 | 0.1551 | 0.0096 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 57 | 27 | 30 | 43 | 23 | 20 |
Losing Trades | 47 | 25 | 22 | 61 | 29 | 32 |
Profitability (%) | 54.8077 | 51.9231 | 57.6923 | 41.3462 | 44.2308 | 38.4615 |
Ratio Avg Win / Avg Loss | 1.0726 | 1.3644 | 0.8526 | 0.0316 | 0.1956 | 0.0153 |
Largest Winning Trade | 60869 | 60869 | 40984 | 359 | 359 | 231 |
Largest Losing Trade | -100446 | -54527 | -100446 | -54740 | -4862 | -54740 |
Avg Bars in Trades | 57 | 70 | 45 | 57 | 70 | 45 |
Avg Bars in Winners | 40 | 40 | 39 | 79 | 106 | 49 |
Avg Bars in Losers | 79 | 102 | 52 | 42 | 42 | 42 |
Bars Traded | 6015 | 3664 | 2351 | 6015 | 3664 | 2351 |
Profit Streak | 51.8527 | 51.8527 | 52.186 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359150 | -209064 | -345556 | -583588 | -762521 | -765042 |
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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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