Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225263.1395 | 175335.8185 | 49927.321 | -74553.8641 | 119009.6025 | -193563.4666 |
Total P&L (%) | 225.2631 | 175.3358 | 49.9273 | -74.5539 | 119.0096 | -193.5635 |
Avg Daily Profit (%) | 0.1577 | 0.1228 | 0.035 | -0.0958 | 0.0549 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102545 | -34815 | -95393 | -251384 | -60573 | -333190 |
Profit Factor | 1.3874 | 1.8503 | 1.1331 | 0.9105 | 1.5012 | 0.6749 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 69.0722 | 66.6667 | 71.4286 | 69.0722 | 66.6667 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6212 | 0.9252 | 0.4532 | 0.4077 | 0.7506 | 0.27 |
Largest Winning Trade | 52837 | 52837 | 44116 | 50035 | 47056 | 50035 |
Largest Losing Trade | -87008 | -34815 | -87008 | -163078 | -58183 | -163078 |
Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Winners | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Losers | 79 | 85 | 72 | 79 | 85 | 72 |
Bars Traded | 4126 | 2178 | 1948 | 4126 | 2178 | 1948 |
Profit Streak | 25.9688 | 25.9688 | 66.9688 | 25.9688 | 25.9688 | 66.9688 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387407 | -25129 | -219114 | -576227 | -116689 | -576521 |
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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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