Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165263.9116 | 142404.5702 | 22859.3414 | -17851.5892 | 34885.5854 | -52737.1746 |
Total P&L (%) | 165.2639 | 142.4046 | 22.8593 | -17.8516 | 34.8856 | -52.7372 |
Avg Daily Profit (%) | 0.1531 | 0.1319 | 0.0212 | -0.0182 | 0.0277 | -0.0694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117075 | -74801 | -57065 | -94114 | -27401 | -12720 |
Profit Factor | 1.3703 | 1.6799 | 1.0965 | 0.9018 | 1.606 | 0.5755 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 71.2871 | 72.549 | 70 | 71.2871 | 72.549 | 70 |
Ratio Avg Win / Avg Loss | 0.5519 | 0.6356 | 0.4699 | 0.3632 | 0.6077 | 0.2467 |
Largest Winning Trade | 31393 | 31393 | 16716 | 8657 | 8657 | 6843 |
Largest Losing Trade | -82801 | -45337 | -82801 | -86495 | -19896 | -86495 |
Avg Bars in Trades | 30 | 38 | 21 | 30 | 38 | 21 |
Avg Bars in Winners | 21 | 24 | 17 | 21 | 24 | 17 |
Avg Bars in Losers | 52 | 77 | 28 | 52 | 77 | 28 |
Bars Traded | 3048 | 1985 | 1063 | 3048 | 1985 | 1063 |
Profit Streak | 55.6615 | 55.6615 | 297.3282 | 55.6615 | 55.6615 | 297.3282 |
Trades During Streak | 4 | 2 | 12 | 4 | 2 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390135 | -192690 | -461237 | -576007 | -334410 | -756435 |
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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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