Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89156.0338 | 96665.3654 | -7509.3316 | -4882.1016 | 91768.9068 | -96651.0085 |
Total P&L (%) | 89.156 | 96.6654 | -7.5093 | -4.8821 | 91.7689 | -96.651 |
Avg Daily Profit (%) | 0.1712 | 0.1856 | -0.0144 | -0.0096 | 0.1251 | -0.65 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117320 | -76443 | -120256 | -325637 | -136250 | -284108 |
Profit Factor | 1.1284 | 1.2909 | 0.9793 | 0.9959 | 1.1659 | 0.8507 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 56.1404 | 55.2632 | 57.0175 | 56.1404 | 55.2632 | 57.0175 |
Ratio Avg Win / Avg Loss | 0.8815 | 1.045 | 0.7382 | 0.7781 | 0.9438 | 0.6413 |
Largest Winning Trade | 31591 | 31591 | 18897 | 79635 | 79635 | 39939 |
Largest Losing Trade | -35490 | -24303 | -35490 | -101885 | -41124 | -101885 |
Avg Bars in Trades | 108 | 108 | 107 | 108 | 108 | 107 |
Avg Bars in Winners | 84 | 77 | 90 | 84 | 77 | 90 |
Avg Bars in Losers | 138 | 146 | 130 | 138 | 146 | 130 |
Bars Traded | 24631 | 12386 | 12245 | 24631 | 12386 | 12245 |
Profit Streak | 16.9667 | 16.9667 | 21.1333 | 16.9667 | 16.9667 | 21.1333 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70555 | 319233 | -579175 | -577714 | -64411 | -579175 |
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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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