Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214941.8196 | 34784.0529 | 180157.7666 | 37969.5148 | -69691.5359 | 107661.0507 |
Total P&L (%) | 214.9418 | 34.7841 | 180.1578 | 37.9695 | -69.6915 | 107.6611 |
Avg Daily Profit (%) | 0.1647 | 0.0267 | 0.1381 | 0.0247 | -0.0915 | 0.056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122616 | -63511 | -104606 | -372738 | -186749 | -301265 |
Profit Factor | 1.4445 | 1.1794 | 1.6222 | 1.0362 | 0.8328 | 1.1704 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 57.3034 | 52.2727 | 62.2222 | 57.3034 | 52.2727 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.0763 | 1.0768 | 0.9849 | 0.7721 | 0.7604 | 0.7106 |
Largest Winning Trade | 63772 | 52887 | 63772 | 108341 | 60073 | 108341 |
Largest Losing Trade | -65305 | -26627 | -65305 | -154539 | -62003 | -154539 |
Avg Bars in Trades | 42 | 26 | 59 | 42 | 26 | 59 |
Avg Bars in Winners | 43 | 22 | 60 | 43 | 22 | 60 |
Avg Bars in Losers | 42 | 29 | 57 | 42 | 29 | 57 |
Bars Traded | 3816 | 1144 | 2672 | 3816 | 1144 | 2672 |
Profit Streak | 14.6843 | 0 | 49.3509 | 14.6843 | 0 | 49.3509 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362183 | -182550 | -5756 | -342905 | -580147 | -150242 |
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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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