Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172295.7809 | -5964.88 | 178260.6609 | 103346.1277 | -40209.0063 | 143555.134 |
Total P&L (%) | 172.2958 | -5.9649 | 178.2607 | 103.3461 | -40.209 | 143.5551 |
Avg Daily Profit (%) | 0.1651 | -0.0057 | 0.1708 | 0.068 | -0.0493 | 0.0853 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70660 | -91407 | -13092 | -90785 | -133598 | -8754 |
Profit Factor | 1.8216 | 0.9682 | 8.997 | 1.4658 | 0.8018 | 8.5582 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 83.3333 | 85.1852 | 81.4815 | 83.3333 | 85.1852 | 81.4815 |
Ratio Avg Win / Avg Loss | 0.3643 | 0.1684 | 2.0448 | 0.2932 | 0.1394 | 1.9451 |
Largest Winning Trade | 17680 | 17680 | 16257 | 17607 | 17607 | 14663 |
Largest Losing Trade | -66345 | -66345 | -13092 | -81015 | -81015 | -8754 |
Avg Bars in Trades | 52 | 78 | 26 | 52 | 78 | 26 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 208 | 406 | 50 | 208 | 406 | 50 |
Bars Traded | 5677 | 4221 | 1456 | 5677 | 4221 | 1456 |
Profit Streak | 0 | 63.8976 | 0 | 0 | 63.8976 | 0 |
Trades During Streak | 0 | 17 | 0 | 0 | 17 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460023 | -754662 | -159845 | -97908 | -754662 | -246267 |
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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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