Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223335.685 | 11504.3808 | 211831.3042 | 113769.0477 | -105703.4703 | 219472.5181 |
Total P&L (%) | 223.3357 | 11.5044 | 211.8313 | 113.769 | -105.7035 | 219.4725 |
Avg Daily Profit (%) | 0.1503 | 0.0077 | 0.1426 | 0.0512 | 0 | 0.0782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103750 | -65337 | -91345 | -319026 | -231345 | -173435 |
Profit Factor | 1.6208 | 1.0687 | 2.1019 | 1.1734 | 0.692 | 1.701 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 90 | 40 | 50 | 90 | 40 | 50 |
Losing Trades | 29 | 20 | 9 | 29 | 20 | 9 |
Profitability (%) | 75.6303 | 66.6667 | 84.7458 | 75.6303 | 66.6667 | 84.7458 |
Ratio Avg Win / Avg Loss | 0.5223 | 0.5343 | 0.3783 | 0.3781 | 0.346 | 0.3062 |
Largest Winning Trade | 28939 | 15210 | 28939 | 42864 | 25571 | 42864 |
Largest Losing Trade | -75646 | -52480 | -75646 | -190815 | -190815 | -155693 |
Avg Bars in Trades | 23 | 12 | 35 | 23 | 12 | 35 |
Avg Bars in Winners | 11 | 5 | 15 | 11 | 5 | 15 |
Avg Bars in Losers | 62 | 25 | 143 | 62 | 25 | 143 |
Bars Traded | 2798 | 733 | 2065 | 2798 | 733 | 2065 |
Profit Streak | 7.3534 | 96.3534 | 0 | 7.3534 | 96.3534 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445016 | -614283 | -173785 | -151224 | -746960 | -260397 |
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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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