Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200214.1675 | 79179.4367 | 121034.7309 | 172934.2977 | 127326.0818 | 45608.216 |
Total P&L (%) | 200.2142 | 79.1794 | 121.0347 | 172.9343 | 127.3261 | 45.6082 |
Avg Daily Profit (%) | 0.2159 | 0.0854 | 0.1305 | 0.1084 | 0.0886 | 0.0405 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95535 | -23184 | -96733 | -142822 | -32567 | -142844 |
Profit Factor | 1.6369 | 1.9684 | 1.5204 | 1.2995 | 2.0272 | 1.1006 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 67.5676 | 67.8571 | 67.2727 | 67.5676 | 67.8571 | 67.2727 |
Ratio Avg Win / Avg Loss | 0.7857 | 0.9324 | 0.7397 | 0.6238 | 0.9602 | 0.5354 |
Largest Winning Trade | 26248 | 16281 | 26248 | 54314 | 29804 | 54314 |
Largest Losing Trade | -67040 | -20532 | -67040 | -105903 | -30960 | -105903 |
Avg Bars in Trades | 95 | 26 | 165 | 95 | 26 | 165 |
Avg Bars in Winners | 66 | 28 | 104 | 66 | 28 | 104 |
Avg Bars in Losers | 155 | 21 | 289 | 155 | 21 | 289 |
Bars Traded | 10567 | 1486 | 9081 | 10567 | 1486 | 9081 |
Profit Streak | 9.6186 | 109.1186 | 0 | 9.6186 | 109.1186 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407394 | -254088 | -196802 | -46685 | -249692 | -429862 |
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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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