Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270131.349 | 65055.8463 | 205075.5027 | 172911.0005 | -56113.9881 | 229024.9887 |
Total P&L (%) | 270.1313 | 65.0558 | 205.0755 | 172.911 | -56.114 | 229.025 |
Avg Daily Profit (%) | 0.1772 | 0.0427 | 0.1345 | 0.0659 | -0.054 | 0.0781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132801 | -71792 | -111117 | -406436 | -239088 | -331441 |
Profit Factor | 1.4764 | 1.2578 | 1.6517 | 1.1214 | 0.9106 | 1.2878 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 50 | 42.5926 | 57.4074 | 50 | 42.5926 | 57.4074 |
Ratio Avg Win / Avg Loss | 1.4764 | 1.6953 | 1.2255 | 1.1214 | 1.2274 | 0.9554 |
Largest Winning Trade | 71354 | 67412 | 71354 | 149158 | 124436 | 149158 |
Largest Losing Trade | -41434 | -28800 | -41434 | -125070 | -76358 | -125070 |
Avg Bars in Trades | 83 | 56 | 109 | 83 | 56 | 109 |
Avg Bars in Winners | 102 | 54 | 138 | 102 | 54 | 138 |
Avg Bars in Losers | 63 | 57 | 71 | 63 | 57 | 71 |
Bars Traded | 8984 | 3049 | 5935 | 8984 | 3049 | 5935 |
Profit Streak | 20.1757 | 0 | 32.3424 | 20.1757 | 0 | 32.3424 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339473 | -318249 | -189566 | -191086 | -762047 | -268382 |
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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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