Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187816.7564 | 80734.6694 | 107082.087 | 202233.8021 | 47502.0015 | 154731.8006 |
Total P&L (%) | 187.8168 | 80.7347 | 107.0821 | 202.2338 | 47.502 | 154.7318 |
Avg Daily Profit (%) | 0.2029 | 0.0872 | 0.1157 | 0.1195 | 0.042 | 0.101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64121 | -45370 | -31558 | -64391 | -108709 | -69450 |
Profit Factor | 1.6201 | 1.4589 | 1.8434 | 1.3862 | 1.1576 | 1.6964 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 45.8824 | 35.7143 | 55.814 | 45.8824 | 35.7143 | 55.814 |
Ratio Avg Win / Avg Loss | 1.9108 | 2.626 | 1.4593 | 1.635 | 2.0836 | 1.343 |
Largest Winning Trade | 65668 | 65668 | 44918 | 84146 | 84146 | 59276 |
Largest Losing Trade | -16459 | -14135 | -16459 | -47169 | -35232 | -47169 |
Avg Bars in Trades | 125 | 117 | 132 | 125 | 117 | 132 |
Avg Bars in Winners | 175 | 184 | 169 | 175 | 184 | 169 |
Avg Bars in Losers | 83 | 80 | 86 | 83 | 80 | 86 |
Bars Traded | 10653 | 4955 | 5698 | 10653 | 4955 | 5698 |
Profit Streak | 18.4522 | 0 | 24.7855 | 18.4522 | 0 | 24.7855 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356428 | -79883 | -34856 | -32516 | -189991 | -54627 |
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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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