Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284485.2475 | 73924.4786 | 210560.769 | 17972.6195 | 178445.2064 | -160472.5868 |
Total P&L (%) | 284.4852 | 73.9245 | 210.5608 | 17.9726 | 178.4452 | -160.4726 |
Avg Daily Profit (%) | 0.1888 | 0.0491 | 0.1398 | 0.011 | 0.068 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156051 | -64185 | -157328 | -700361 | -325471 | -705697 |
Profit Factor | 1.5683 | 1.3759 | 1.6929 | 1.0119 | 1.3396 | 0.8374 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 52.5862 | 46.5517 | 58.6207 | 52.5862 | 46.5517 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.4141 | 1.5797 | 1.195 | 0.9124 | 1.5381 | 0.5911 |
Largest Winning Trade | 49870 | 33960 | 49870 | 129760 | 129760 | 95620 |
Largest Losing Trade | -83616 | -23078 | -83616 | -612858 | -152978 | -612858 |
Avg Bars in Trades | 49 | 25 | 72 | 49 | 25 | 72 |
Avg Bars in Winners | 64 | 21 | 98 | 64 | 21 | 98 |
Avg Bars in Losers | 32 | 28 | 36 | 32 | 28 | 36 |
Bars Traded | 5702 | 1479 | 4223 | 5702 | 1479 | 4223 |
Profit Streak | 140.1729 | 143.1729 | 140.1729 | 140.1729 | 143.1729 | 140.1729 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408202 | -305488 | -181939 | -393448 | -280470 | -758364 |
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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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