Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284608.9218 | 224502.9316 | 60105.9902 | -457517.8368 | -247381.9052 | -210135.9316 |
Total P&L (%) | 284.6089 | 224.5029 | 60.106 | -457.5178 | -247.3819 | -210.1359 |
Avg Daily Profit (%) | 0.1577 | 0.1244 | 0.0333 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -318710 | -59281 | -289987 | -617806 | -384374 | -380036 |
Profit Factor | 1.3297 | 1.6905 | 1.1117 | 0.7147 | 0.6458 | 0.7678 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 63 | 29 | 34 | 32 | 19 | 13 |
Losing Trades | 33 | 19 | 14 | 64 | 29 | 35 |
Profitability (%) | 65.625 | 60.4167 | 70.8333 | 33.3333 | 39.5833 | 27.0833 |
Ratio Avg Win / Avg Loss | 0.6965 | 1.1076 | 0.4578 | 1.4294 | 0.9857 | 2.0672 |
Largest Winning Trade | 68111 | 68111 | 46415 | 295605 | 95313 | 295605 |
Largest Losing Trade | -214059 | -59281 | -214059 | -105064 | -81297 | -105064 |
Avg Bars in Trades | 108 | 95 | 122 | 108 | 95 | 122 |
Avg Bars in Winners | 97 | 76 | 114 | 125 | 125 | 124 |
Avg Bars in Losers | 131 | 123 | 141 | 100 | 75 | 121 |
Bars Traded | 10450 | 4579 | 5871 | 10450 | 4579 | 5871 |
Profit Streak | 57.374 | 57.374 | 59.2073 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355537 | -22458 | -244628 | -585336 | -584740 | -598822 |
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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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