Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205980.4657 | 183483.9072 | 22496.5585 | 73807.5638 | 20154.2232 | 53653.3406 |
Total P&L (%) | 205.9805 | 183.4839 | 22.4966 | 73.8076 | 20.1542 | 53.6533 |
Avg Daily Profit (%) | 0.1977 | 0.1761 | 0.0216 | 0.0531 | 0.0176 | 0.0412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114448 | -106817 | -9143 | -447994 | -417373 | -38421 |
Profit Factor | 1.595 | 1.5982 | 1.5707 | 1.0725 | 1.022 | 1.5316 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 59.4059 | 60 | 58.8235 | 59.4059 | 60 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.0899 | 1.0654 | 1.0995 | 0.7328 | 0.6813 | 1.0721 |
Largest Winning Trade | 86331 | 86331 | 5839 | 228371 | 228371 | 26311 |
Largest Losing Trade | -61612 | -61612 | -5082 | -284867 | -284867 | -17874 |
Avg Bars in Trades | 232 | 463 | 7 | 232 | 463 | 7 |
Avg Bars in Winners | 166 | 325 | 8 | 166 | 325 | 8 |
Avg Bars in Losers | 329 | 669 | 5 | 329 | 669 | 5 |
Bars Traded | 23523 | 23163 | 360 | 23523 | 23163 | 360 |
Profit Streak | 55.67 | 55.67 | 84.92 | 55.67 | 55.67 | 84.92 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445645 | -168874 | -344721 | -261632 | -552322 | -314631 |
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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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