Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151294.2876 | -49709.0787 | 201003.3663 | 204042.7185 | -47014.1771 | 251056.8956 |
Total P&L (%) | 151.2943 | -49.7091 | 201.0034 | 204.0427 | -47.0142 | 251.0569 |
Avg Daily Profit (%) | 0.1458 | -0.0479 | 0.1936 | 0.1072 | -0.0612 | 0.1211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54744 | -65672 | -42470 | -67845 | -95866 | -53814 |
Profit Factor | 1.6452 | 0.5918 | 2.7828 | 1.6208 | 0.7185 | 2.5526 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 41 | 26 | 15 | 41 | 26 | 15 |
Profitability (%) | 53.9326 | 42.2222 | 65.9091 | 53.9326 | 42.2222 | 65.9091 |
Ratio Avg Win / Avg Loss | 1.4052 | 0.8098 | 1.4394 | 1.3844 | 0.9832 | 1.3203 |
Largest Winning Trade | 43033 | 10509 | 43033 | 55235 | 24052 | 55235 |
Largest Losing Trade | -19686 | -17095 | -19686 | -29495 | -19834 | -29495 |
Avg Bars in Trades | 63 | 8 | 119 | 63 | 8 | 119 |
Avg Bars in Winners | 72 | 10 | 113 | 72 | 10 | 113 |
Avg Bars in Losers | 52 | 7 | 129 | 52 | 7 | 129 |
Bars Traded | 5639 | 400 | 5239 | 5639 | 400 | 5239 |
Profit Streak | 62.1643 | 119.6643 | 62.1643 | 62.1643 | 119.6643 | 62.1643 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 208425 | -582071 | 535029 | -45684 | -582071 | -24550 |
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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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