Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312973.3005 | 193190.366 | 119782.9345 | -64254.0667 | 444919.3518 | -509173.4185 |
Total P&L (%) | 312.9733 | 193.1904 | 119.7829 | -64.2541 | 444.9194 | -509.1734 |
Avg Daily Profit (%) | 0.1639 | 0.1012 | 0.0627 | -0.0539 | 0.0889 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158611 | -87240 | -109766 | -884459 | -214533 | -891164 |
Profit Factor | 1.3868 | 1.5479 | 1.2624 | 0.9768 | 1.5293 | 0.7356 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 66.6667 | 61.1111 | 72.2222 | 66.6667 | 61.1111 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.6934 | 0.9851 | 0.4855 | 0.4884 | 0.9732 | 0.2829 |
Largest Winning Trade | 59357 | 59357 | 30691 | 138016 | 138016 | 120830 |
Largest Losing Trade | -88103 | -66856 | -88103 | -648977 | -122667 | -648977 |
Avg Bars in Trades | 51 | 55 | 47 | 51 | 55 | 47 |
Avg Bars in Winners | 38 | 38 | 38 | 38 | 38 | 38 |
Avg Bars in Losers | 76 | 81 | 71 | 76 | 81 | 71 |
Bars Traded | 5547 | 2974 | 2573 | 5547 | 2974 | 2573 |
Profit Streak | 66.9922 | 88.6589 | 66.9922 | 66.9922 | 88.6589 | 66.9922 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363266 | -235595 | -287573 | -576948 | -252170 | -757394 |
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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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