Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256632.8009 | 168725.911 | 87906.8899 | -155959.5897 | -36180.4513 | -119779.1384 |
Total P&L (%) | 256.6328 | 168.7259 | 87.9069 | -155.9596 | -36.1805 | -119.7791 |
Avg Daily Profit (%) | 0.2498 | 0.1642 | 0.0856 | 0 | -0.0437 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110723 | -51254 | -109329 | -156040 | -47497 | -112930 |
Profit Factor | 1.4511 | 1.7269 | 1.2611 | 0.4905 | 0.6344 | 0.4218 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 61 | 27 | 34 | 41 | 24 | 17 |
Losing Trades | 44 | 25 | 19 | 64 | 28 | 36 |
Profitability (%) | 58.0952 | 51.9231 | 64.1509 | 39.0476 | 46.1538 | 32.0755 |
Ratio Avg Win / Avg Loss | 1.0467 | 1.5989 | 0.7047 | 0.7657 | 0.7401 | 0.8931 |
Largest Winning Trade | 45579 | 45579 | 40644 | 35425 | 14227 | 35425 |
Largest Losing Trade | -109329 | -51247 | -109329 | -76555 | -19769 | -76555 |
Avg Bars in Trades | 225 | 261 | 190 | 225 | 261 | 190 |
Avg Bars in Winners | 189 | 222 | 163 | 276 | 315 | 221 |
Avg Bars in Losers | 274 | 302 | 238 | 193 | 214 | 175 |
Bars Traded | 23675 | 13579 | 10095 | 23675 | 13579 | 10095 |
Profit Streak | 14.4562 | 0 | 38.9562 | 0 | 61.9146 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395090 | -169217 | -257763 | -584757 | -760938 | -768081 |
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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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