Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342703.518 | 265341.7943 | 77361.7237 | -119498.9492 | 72740.828 | -192239.7772 |
Total P&L (%) | 342.7035 | 265.3418 | 77.3617 | -119.4989 | 72.7408 | -192.2398 |
Avg Daily Profit (%) | 0.1574 | 0.1219 | 0.0355 | 0 | 0.0251 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132489 | -88451 | -215072 | -229008 | -24932 | -256495 |
Profit Factor | 1.4353 | 1.854 | 1.1623 | 0.6876 | 1.93 | 0.3682 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 70 | 32 | 38 | 35 | 21 | 14 |
Losing Trades | 31 | 19 | 12 | 66 | 30 | 36 |
Profitability (%) | 69.3069 | 62.7451 | 76 | 34.6535 | 41.1765 | 28 |
Ratio Avg Win / Avg Loss | 0.6356 | 1.1008 | 0.3671 | 1.2966 | 2.7571 | 0.9469 |
Largest Winning Trade | 80439 | 80439 | 46506 | 51464 | 51464 | 38386 |
Largest Losing Trade | -112256 | -42623 | -112256 | -134748 | -20946 | -134748 |
Avg Bars in Trades | 126 | 116 | 137 | 126 | 116 | 137 |
Avg Bars in Winners | 105 | 90 | 118 | 156 | 146 | 170 |
Avg Bars in Losers | 175 | 160 | 200 | 111 | 95 | 124 |
Bars Traded | 12820 | 5929 | 6891 | 12820 | 5929 | 6891 |
Profit Streak | 0 | 0 | 300.4893 | 23.9893 | 90.8226 | 0 |
Trades During Streak | 0 | 0 | 7 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343818 | -206302 | -364314 | -584265 | -338188 | -777703 |
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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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