Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420389.6525 | 364687.6885 | 55701.964 | -29361.3165 | 144262.6411 | -173623.9576 |
Total P&L (%) | 420.3897 | 364.6877 | 55.702 | -29.3613 | 144.2626 | -173.624 |
Avg Daily Profit (%) | 0.224 | 0.1943 | 0.0297 | -0.0185 | 0.0476 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102157 | -64282 | -118485 | -222539 | -110582 | -198011 |
Profit Factor | 1.6317 | 2.4548 | 1.1343 | 0.9668 | 1.519 | 0.7141 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 58.6538 | 55.7692 | 61.5385 | 58.6538 | 55.7692 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.1502 | 1.9469 | 0.7089 | 0.6815 | 1.2047 | 0.4463 |
Largest Winning Trade | 224175 | 224175 | 57015 | 68484 | 68484 | 40328 |
Largest Losing Trade | -92345 | -32884 | -92345 | -150514 | -46969 | -150514 |
Avg Bars in Trades | 68 | 64 | 73 | 68 | 64 | 73 |
Avg Bars in Winners | 69 | 59 | 78 | 69 | 59 | 78 |
Avg Bars in Losers | 68 | 69 | 65 | 68 | 69 | 65 |
Bars Traded | 7164 | 3329 | 3835 | 7164 | 3329 | 3835 |
Profit Streak | 53.909 | 53.909 | 78.409 | 53.909 | 53.909 | 78.409 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453948 | -166494 | -406266 | -577973 | -306657 | -758373 |
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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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