Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279994.7703 | 223418.2916 | 56576.4787 | -244741.0691 | -38628.0603 | -206113.0087 |
Total P&L (%) | 279.9948 | 223.4183 | 56.5765 | -244.7411 | -38.6281 | -206.113 |
Avg Daily Profit (%) | 0.2688 | 0.2145 | 0.0543 | 0 | -0.0469 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112627 | -80173 | -112627 | -329504 | -99987 | -261801 |
Profit Factor | 1.4658 | 1.9688 | 1.1527 | 0.6352 | 0.841 | 0.5183 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 97 | 47 | 50 | 35 | 19 | 16 |
Losing Trades | 30 | 16 | 14 | 92 | 44 | 48 |
Profitability (%) | 76.378 | 74.6032 | 78.125 | 27.5591 | 30.1587 | 25 |
Ratio Avg Win / Avg Loss | 0.4533 | 0.6702 | 0.3228 | 1.6695 | 1.9476 | 1.5548 |
Largest Winning Trade | 34127 | 34127 | 22333 | 73475 | 73475 | 53954 |
Largest Losing Trade | -112627 | -42208 | -112627 | -175053 | -18721 | -175053 |
Avg Bars in Trades | 193 | 210 | 177 | 193 | 210 | 177 |
Avg Bars in Winners | 124 | 131 | 118 | 361 | 400 | 314 |
Avg Bars in Losers | 418 | 443 | 390 | 130 | 128 | 132 |
Bars Traded | 24622 | 13251 | 11371 | 24622 | 13251 | 11371 |
Profit Streak | 16.3468 | 16.3468 | 39.8051 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473591 | -134208 | -309609 | -596199 | -732674 | -747273 |
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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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