Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53382.1406 | -30753.7715 | 84135.9121 | -10863.6432 | -32877.5901 | 22013.947 |
Total P&L (%) | 53.3821 | -30.7538 | 84.1359 | -10.8636 | -32.8776 | 22.0139 |
Avg Daily Profit (%) | 0.1025 | -0.059 | 0.1615 | -0.0221 | -0.0765 | 0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144306 | -63109 | -100013 | -89556 | -46128 | -57457 |
Profit Factor | 1.1516 | 0.7517 | 1.3685 | 0.9519 | 0.5755 | 1.1482 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 55.4348 | 45.6522 | 65.2174 | 55.4348 | 45.6522 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.9258 | 0.8949 | 0.7299 | 0.7653 | 0.6851 | 0.6124 |
Largest Winning Trade | 34568 | 26787 | 34568 | 18400 | 10551 | 18400 |
Largest Losing Trade | -30741 | -22502 | -30741 | -25013 | -15348 | -25013 |
Avg Bars in Trades | 268 | 55 | 481 | 268 | 55 | 481 |
Avg Bars in Winners | 196 | 35 | 309 | 196 | 35 | 309 |
Avg Bars in Losers | 357 | 72 | 802 | 357 | 72 | 802 |
Bars Traded | 24686 | 2559 | 22127 | 24686 | 2559 | 22127 |
Profit Streak | 20.4652 | 20.4652 | 21.6736 | 20.4652 | 20.4652 | 21.6736 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110863 | -582410 | 311543 | -578927 | -582410 | -204091 |
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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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