Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367599.7389 | 231112.6633 | 136487.0756 | -250562.2621 | -41207.2336 | -209355.0284 |
Total P&L (%) | 367.5997 | 231.1127 | 136.4871 | -250.5623 | -41.2072 | -209.355 |
Avg Daily Profit (%) | 0.2968 | 0.1866 | 0.1102 | 0 | -0.0429 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110114 | -57311 | -104225 | -389209 | -87292 | -301917 |
Profit Factor | 1.9645 | 2.4688 | 1.6099 | 0.5859 | 0.802 | 0.4725 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 75 | 37 | 38 | 19 | 10 | 9 |
Losing Trades | 15 | 8 | 7 | 71 | 35 | 36 |
Profitability (%) | 83.3333 | 82.2222 | 84.4444 | 21.1111 | 22.2222 | 20 |
Ratio Avg Win / Avg Loss | 0.3929 | 0.5338 | 0.2966 | 2.1892 | 2.8071 | 1.8899 |
Largest Winning Trade | 29068 | 29068 | 25865 | 49042 | 48315 | 49042 |
Largest Losing Trade | -104225 | -50927 | -104225 | -234082 | -22873 | -234082 |
Avg Bars in Trades | 37 | 42 | 32 | 37 | 42 | 32 |
Avg Bars in Winners | 19 | 18 | 19 | 79 | 96 | 61 |
Avg Bars in Losers | 129 | 152 | 103 | 26 | 27 | 24 |
Bars Traded | 3367 | 1917 | 1450 | 3367 | 1917 | 1450 |
Profit Streak | 26.5323 | 149.1989 | 26.5323 | 0 | 0 | 0 |
Trades During Streak | 6 | 9 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565623 | 545020 | -39767 | -624714 | -620269 | -630063 |
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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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