Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 340504.086 | 235652.7309 | 104851.3551 | -29564.4564 | 30457.2542 | -60021.7106 |
Total P&L (%) | 340.5041 | 235.6527 | 104.8514 | -29.5645 | 30.4573 | -60.0217 |
Avg Daily Profit (%) | 0.3269 | 0.2262 | 0.1007 | -0.0336 | 0.0255 | -0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45037 | -59125 | -42848 | -29613 | -35883 | -31397 |
Profit Factor | 1.8243 | 2.2357 | 1.4715 | 0.8636 | 1.4504 | 0.5973 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 76 | 36 | 40 | 76 | 36 | 40 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 69.7248 | 66.6667 | 72.7273 | 69.7248 | 66.6667 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.7921 | 1.1179 | 0.5518 | 0.375 | 0.7252 | 0.224 |
Largest Winning Trade | 31301 | 31301 | 17018 | 11607 | 11607 | 10658 |
Largest Losing Trade | -97902 | -35578 | -97902 | -97902 | -26093 | -97902 |
Avg Bars in Trades | 222 | 295 | 151 | 222 | 295 | 151 |
Avg Bars in Winners | 159 | 212 | 111 | 159 | 212 | 111 |
Avg Bars in Losers | 369 | 461 | 258 | 369 | 461 | 258 |
Bars Traded | 24303 | 15962 | 8340 | 24303 | 15962 | 8340 |
Profit Streak | 9.5018 | 0 | 54.1268 | 9.5018 | 0 | 54.1268 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474445 | -166905 | -234835 | -576987 | -340399 | -756481 |
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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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