Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281296.2603 | 68246.5585 | 213049.7019 | -151778.8015 | 113701.1703 | -265479.9718 |
Total P&L (%) | 281.2963 | 68.2466 | 213.0497 | -151.7788 | 113.7012 | -265.48 |
Avg Daily Profit (%) | 0.1902 | 0.0461 | 0.144 | 0 | 0.0513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194072 | -41594 | -177564 | -1255911 | -212445 | -1046634 |
Profit Factor | 1.5142 | 1.3754 | 1.5834 | 0.9162 | 1.2647 | 0.8078 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 87 | 41 | 46 | 52 | 25 | 27 |
Losing Trades | 48 | 27 | 21 | 83 | 43 | 40 |
Profitability (%) | 64.4444 | 60.2941 | 68.6567 | 38.5185 | 36.7647 | 40.2985 |
Ratio Avg Win / Avg Loss | 0.8354 | 0.9057 | 0.7229 | 1.4624 | 2.1754 | 1.1968 |
Largest Winning Trade | 49714 | 23417 | 49714 | 297514 | 146922 | 297514 |
Largest Losing Trade | -105964 | -17483 | -105964 | -631834 | -82130 | -631834 |
Avg Bars in Trades | 30 | 9 | 52 | 30 | 9 | 52 |
Avg Bars in Winners | 24 | 6 | 40 | 32 | 8 | 54 |
Avg Bars in Losers | 41 | 12 | 79 | 29 | 9 | 50 |
Bars Traded | 4129 | 616 | 3513 | 4129 | 616 | 3513 |
Profit Streak | 55.7693 | 243.1026 | 0 | 0 | 0 | 96.7693 |
Trades During Streak | 1 | 8 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361983 | -238632 | -114895 | -583218 | -237690 | -699282 |
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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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