Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400693.0951 | 349275.3125 | 51417.7826 | -47173.7768 | 113525.1897 | -160698.9665 |
Total P&L (%) | 400.6931 | 349.2753 | 51.4178 | -47.1738 | 113.5252 | -160.699 |
Avg Daily Profit (%) | 0.2107 | 0.1837 | 0.027 | -0.0336 | 0.0399 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211792 | -135031 | -187594 | -361891 | -157792 | -286775 |
Profit Factor | 1.4383 | 1.7182 | 1.1201 | 0.9534 | 1.2494 | 0.7115 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 49.0909 | 47.2727 | 50.9091 | 49.0909 | 47.2727 | 50.9091 |
Ratio Avg Win / Avg Loss | 1.4915 | 1.9165 | 1.0801 | 0.9887 | 1.3935 | 0.6861 |
Largest Winning Trade | 212535 | 212535 | 35506 | 106753 | 106753 | 75984 |
Largest Losing Trade | -78459 | -48779 | -78459 | -189799 | -157792 | -189799 |
Avg Bars in Trades | 100 | 114 | 85 | 100 | 114 | 85 |
Avg Bars in Winners | 114 | 127 | 103 | 114 | 127 | 103 |
Avg Bars in Losers | 85 | 102 | 67 | 85 | 102 | 67 |
Bars Traded | 11001 | 6278 | 4723 | 11001 | 6278 | 4723 |
Profit Streak | 536.4304 | 536.4304 | 664.4304 | 536.4304 | 536.4304 | 664.4304 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343437 | -169793 | -424969 | -579879 | -320356 | -759383 |
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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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