Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297036.4725 | 249732.2936 | 47304.1789 | -656.6147 | -605328.0215 | 604671.4068 |
Total P&L (%) | 297.0365 | 249.7323 | 47.3042 | -0.6566 | -605.328 | 604.6714 |
Avg Daily Profit (%) | 0.1596 | 0.1342 | 0.0254 | -0.0004 | 0 | 0.105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165543 | -168295 | -107292 | -1241100 | -1616664 | -216667 |
Profit Factor | 1.4804 | 1.6432 | 1.2056 | 0.9998 | 0.7292 | 2.2309 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 70.0935 | 73.5849 | 66.6667 | 70.0935 | 73.5849 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.6316 | 0.5899 | 0.6028 | 0.4266 | 0.2617 | 1.1155 |
Largest Winning Trade | 63961 | 63961 | 32756 | 314047 | 314047 | 302986 |
Largest Losing Trade | -66318 | -60337 | -66318 | -790286 | -790286 | -149552 |
Avg Bars in Trades | 64 | 105 | 25 | 64 | 105 | 25 |
Avg Bars in Winners | 22 | 29 | 13 | 22 | 29 | 13 |
Avg Bars in Losers | 165 | 315 | 48 | 165 | 315 | 48 |
Bars Traded | 6949 | 5582 | 1368 | 6949 | 5582 | 1368 |
Profit Streak | 68.3181 | 81.3181 | 68.3181 | 68.3181 | 81.3181 | 68.3181 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393547 | -189560 | -339701 | -576641 | -756813 | -226328 |
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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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