Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233112.8745 | 155098.2157 | 78014.6588 | -124530.7734 | -11232.8977 | -113297.8757 |
Total P&L (%) | 233.1129 | 155.0982 | 78.0147 | -124.5308 | -11.2329 | -113.2979 |
Avg Daily Profit (%) | 0.1874 | 0.1247 | 0.0627 | 0 | -0.0096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125595 | -49063 | -102098 | -257384 | -68084 | -195206 |
Profit Factor | 1.5806 | 1.9263 | 1.3333 | 0.6268 | 0.9031 | 0.4798 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 108 | 55 | 53 | 29 | 13 | 16 |
Losing Trades | 17 | 8 | 9 | 96 | 50 | 46 |
Profitability (%) | 86.4 | 87.3016 | 85.4839 | 23.2 | 20.6349 | 25.8065 |
Ratio Avg Win / Avg Loss | 0.2488 | 0.2802 | 0.2264 | 2.075 | 3.4735 | 1.3793 |
Largest Winning Trade | 19530 | 19530 | 14521 | 19057 | 19057 | 17751 |
Largest Losing Trade | -102098 | -49063 | -102098 | -179184 | -53904 | -179184 |
Avg Bars in Trades | 27 | 30 | 23 | 27 | 30 | 23 |
Avg Bars in Winners | 11 | 12 | 10 | 60 | 77 | 47 |
Avg Bars in Losers | 127 | 158 | 99 | 17 | 18 | 15 |
Bars Traded | 3398 | 1952 | 1446 | 3398 | 1952 | 1446 |
Profit Streak | 18.0745 | 148.4079 | 18.0745 | 0 | 0 | 0 |
Trades During Streak | 5 | 11 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526298 | -166136 | -258961 | -615139 | -774011 | -759552 |
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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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