Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481375.9127 | 330954.7499 | 150421.1627 | -115508.7743 | 28328.097 | -143836.8713 |
Total P&L (%) | 481.3759 | 330.9548 | 150.4212 | -115.5088 | 28.3281 | -143.8369 |
Avg Daily Profit (%) | 0.2227 | 0.1531 | 0.0696 | 0 | 0.0115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164004 | -58248 | -211927 | -220263 | -74815 | -199844 |
Profit Factor | 1.7852 | 2.4622 | 1.389 | 0.6254 | 1.2834 | 0.3098 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 68 | 33 | 35 | 42 | 23 | 19 |
Losing Trades | 42 | 22 | 20 | 68 | 32 | 36 |
Profitability (%) | 61.8182 | 60 | 63.6364 | 38.1818 | 41.8182 | 34.5455 |
Ratio Avg Win / Avg Loss | 1.1026 | 1.6415 | 0.7937 | 1.0126 | 1.7856 | 0.5871 |
Largest Winning Trade | 59270 | 53794 | 59270 | 58304 | 58304 | 42019 |
Largest Losing Trade | -100489 | -36539 | -100489 | -74815 | -74815 | -68139 |
Avg Bars in Trades | 75 | 80 | 69 | 75 | 80 | 69 |
Avg Bars in Winners | 65 | 69 | 61 | 79 | 92 | 64 |
Avg Bars in Losers | 90 | 96 | 84 | 72 | 71 | 72 |
Bars Traded | 8260 | 4419 | 3841 | 8260 | 4419 | 3841 |
Profit Streak | 117.42 | 123.42 | 117.42 | 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 | 478861 | -165888 | -278397 | -583414 | -362824 | -767121 |
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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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