Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282888.9703 | 201989.2191 | 80899.7512 | 29281.7172 | 39486.9355 | -10205.2183 |
Total P&L (%) | 282.889 | 201.9892 | 80.8998 | 29.2817 | 39.4869 | -10.2052 |
Avg Daily Profit (%) | 0.2604 | 0.1859 | 0.0745 | 0.0236 | 0.0306 | -0.0099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92995 | -81608 | -36802 | -86528 | -28564 | -10465 |
Profit Factor | 1.6751 | 1.984 | 1.3784 | 1.1556 | 1.5603 | 0.9133 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 67.3267 | 70.5882 | 64 | 67.3267 | 70.5882 | 64 |
Ratio Avg Win / Avg Loss | 0.8129 | 0.8267 | 0.7754 | 0.5608 | 0.6501 | 0.5137 |
Largest Winning Trade | 50272 | 50272 | 17348 | 10832 | 9158 | 10832 |
Largest Losing Trade | -92995 | -41356 | -92995 | -86528 | -18364 | -86528 |
Avg Bars in Trades | 30 | 36 | 24 | 30 | 36 | 24 |
Avg Bars in Winners | 21 | 22 | 20 | 21 | 22 | 20 |
Avg Bars in Losers | 49 | 70 | 31 | 49 | 70 | 31 |
Bars Traded | 3057 | 1853 | 1204 | 3057 | 1853 | 1204 |
Profit Streak | 62.2702 | 62.2702 | 99.6035 | 62.2702 | 62.2702 | 99.6035 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463845 | -167504 | -271181 | -211160 | -330209 | -757344 |
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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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