Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116198.9271 | -54024.8019 | 170223.729 | -7177.4549 | -86674.0085 | 79496.5536 |
Total P&L (%) | 116.1989 | -54.0248 | 170.2237 | -7.1775 | -86.674 | 79.4966 |
Avg Daily Profit (%) | 0.1121 | -0.0521 | 0.1643 | -0.0072 | -0.1943 | 0.0565 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104336 | -130614 | -54924 | -115420 | -138431 | -71751 |
Profit Factor | 1.1937 | 0.8526 | 1.7289 | 0.9868 | 0.7343 | 1.3621 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 73.3333 | 68.8889 | 77.7778 | 73.3333 | 68.8889 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.4341 | 0.385 | 0.494 | 0.3589 | 0.3316 | 0.3892 |
Largest Winning Trade | 27852 | 24180 | 27852 | 24180 | 24180 | 23908 |
Largest Losing Trade | -51689 | -38423 | -51689 | -64309 | -56900 | -64309 |
Avg Bars in Trades | 32 | 28 | 35 | 32 | 28 | 35 |
Avg Bars in Winners | 16 | 9 | 22 | 16 | 9 | 22 |
Avg Bars in Losers | 75 | 70 | 81 | 75 | 70 | 81 |
Bars Traded | 5763 | 2561 | 3202 | 5763 | 2561 | 3202 |
Profit Streak | 22.6175 | 23.6175 | 22.6175 | 22.6175 | 23.6175 | 22.6175 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46861 | -576622 | 462452 | -575216 | -576622 | -113682 |
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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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