Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112432.7544 | 88647.922 | 23784.8324 | 70685.4935 | 119050.5909 | -48365.0974 |
Total P&L (%) | 112.4328 | 88.6479 | 23.7848 | 70.6855 | 119.0506 | -48.3651 |
Avg Daily Profit (%) | 0.2159 | 0.1702 | 0.0457 | 0.1027 | 0.1507 | -0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117284 | -38543 | -78741 | -392268 | -110201 | -282339 |
Profit Factor | 1.4 | 1.7243 | 1.1499 | 1.1052 | 1.448 | 0.881 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 47.1154 | 50 | 44.2308 | 47.1154 | 50 | 44.2308 |
Ratio Avg Win / Avg Loss | 1.5714 | 1.7243 | 1.4498 | 1.2405 | 1.448 | 1.1108 |
Largest Winning Trade | 67362 | 67362 | 29384 | 96306 | 96306 | 88979 |
Largest Losing Trade | -20558 | -20558 | -17624 | -68952 | -66254 | -68952 |
Avg Bars in Trades | 238 | 215 | 260 | 238 | 215 | 260 |
Avg Bars in Winners | 345 | 278 | 421 | 345 | 278 | 421 |
Avg Bars in Losers | 142 | 152 | 132 | 142 | 152 | 132 |
Bars Traded | 24761 | 11221 | 13539 | 24761 | 11221 | 13539 |
Profit Streak | 8.6137 | 31.3637 | 0 | 8.6137 | 31.3637 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317495 | -168990 | -374818 | -161456 | -171436 | -761979 |
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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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