Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249723.4125 | 137548.0737 | 112175.3388 | -456336.9796 | 424990.0159 | -881326.9955 |
Total P&L (%) | 249.7234 | 137.5481 | 112.1753 | -456.337 | 424.99 | -881.327 |
Avg Daily Profit (%) | 0.1554 | 0.0856 | 0.0698 | 0 | 0.1032 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215343 | -77256 | -208815 | -1626778 | -193184 | -1647904 |
Profit Factor | 1.42 | 1.6854 | 1.2848 | 0.8496 | 1.6066 | 0.6222 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 60 | 30 | 30 | 52 | 29 | 23 |
Losing Trades | 32 | 16 | 16 | 40 | 17 | 23 |
Profitability (%) | 65.2174 | 65.2174 | 65.2174 | 56.5217 | 63.0435 | 50 |
Ratio Avg Win / Avg Loss | 0.7574 | 0.8989 | 0.6852 | 0.6535 | 0.9418 | 0.6222 |
Largest Winning Trade | 55866 | 55866 | 36183 | 220056 | 159041 | 220056 |
Largest Losing Trade | -142343 | -25436 | -142343 | -1116726 | -158899 | -1116726 |
Avg Bars in Trades | 101 | 60 | 141 | 101 | 60 | 141 |
Avg Bars in Winners | 94 | 50 | 137 | 98 | 59 | 148 |
Avg Bars in Losers | 114 | 79 | 149 | 104 | 63 | 134 |
Bars Traded | 9313 | 2805 | 6508 | 9313 | 2805 | 6508 |
Profit Streak | 27.0409 | 0 | 237.0409 | 0 | 117.3742 | 0 |
Trades During Streak | 1 | 0 | 7 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339392 | -76220 | -97914 | -579687 | -52167 | -580704 |
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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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