Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298306.7578 | 256302.3148 | 42004.443 | -249745.4307 | 26198.6014 | -275944.0322 |
Total P&L (%) | 298.3068 | 256.3023 | 42.0044 | -249.7454 | 26.1986 | -275.944 |
Avg Daily Profit (%) | 0.1556 | 0.1337 | 0.0219 | 0 | 0.0121 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195682 | -111473 | -209541 | -390664 | -134689 | -328477 |
Profit Factor | 1.4177 | 1.7754 | 1.1095 | 0.6182 | 1.1208 | 0.3689 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 51 | 22 | 29 | 57 | 34 | 23 |
Losing Trades | 57 | 32 | 25 | 51 | 20 | 31 |
Profitability (%) | 47.2222 | 40.7407 | 53.7037 | 52.7778 | 62.963 | 42.5926 |
Ratio Avg Win / Avg Loss | 1.5844 | 2.5824 | 0.9564 | 0.5531 | 0.6593 | 0.4972 |
Largest Winning Trade | 160972 | 160972 | 55802 | 56040 | 56040 | 31554 |
Largest Losing Trade | -125908 | -25379 | -125908 | -135238 | -91717 | -135238 |
Avg Bars in Trades | 69 | 83 | 55 | 69 | 83 | 55 |
Avg Bars in Winners | 76 | 92 | 65 | 60 | 70 | 44 |
Avg Bars in Losers | 62 | 76 | 43 | 79 | 104 | 63 |
Bars Traded | 7472 | 4494 | 2978 | 7472 | 4494 | 2978 |
Profit Streak | 0 | 0 | 0 | 21.3701 | 94.1201 | 21.3701 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301040 | -194875 | -446992 | -579079 | -446408 | -763163 |
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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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