Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114802.1249 | -57819.8903 | 172622.0152 | -11690.1062 | -63896.5839 | 52206.4777 |
Total P&L (%) | 114.8021 | -57.8199 | 172.622 | -11.6901 | -63.8966 | 52.2065 |
Avg Daily Profit (%) | 0.1099 | -0.0554 | 0.1653 | -0.0119 | -0.0975 | 0.0402 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111648 | -129040 | -59055 | -81830 | -71031 | -58468 |
Profit Factor | 1.1945 | 0.8395 | 1.7507 | 0.9692 | 0.7152 | 1.3354 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 128 | 57 | 71 | 128 | 57 | 71 |
Losing Trades | 46 | 30 | 16 | 46 | 30 | 16 |
Profitability (%) | 73.5632 | 65.5172 | 81.6092 | 73.5632 | 65.5172 | 81.6092 |
Ratio Avg Win / Avg Loss | 0.4293 | 0.4419 | 0.3945 | 0.3483 | 0.3764 | 0.3009 |
Largest Winning Trade | 27751 | 18524 | 27751 | 15396 | 10981 | 15396 |
Largest Losing Trade | -54890 | -38423 | -54890 | -52407 | -38423 | -52407 |
Avg Bars in Trades | 33 | 30 | 36 | 33 | 30 | 36 |
Avg Bars in Winners | 17 | 12 | 22 | 17 | 12 | 22 |
Avg Bars in Losers | 77 | 65 | 100 | 77 | 65 | 100 |
Bars Traded | 5820 | 2651 | 3169 | 5820 | 2651 | 3169 |
Profit Streak | 30.6963 | 31.6963 | 30.6963 | 30.6963 | 31.6963 | 30.6963 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48864 | -577308 | 481275 | -575172 | -577308 | -136205 |
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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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