Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178919.0269 | 157538.3387 | 21380.6882 | -454509.1888 | -69768.5039 | -384740.6849 |
Total P&L (%) | 178.919 | 157.5383 | 21.3807 | -454.5092 | -69.7685 | -384.7407 |
Avg Daily Profit (%) | 0.1739 | 0.1531 | 0.0208 | 0 | -0.1162 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108445 | -132695 | -49310 | -346705 | -238000 | -216728 |
Profit Factor | 1.2791 | 1.4739 | 1.0693 | 0.6166 | 0.8789 | 0.3683 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 55 | 21 | 34 | 51 | 32 | 19 |
Losing Trades | 52 | 32 | 20 | 56 | 21 | 35 |
Profitability (%) | 51.4019 | 39.6226 | 62.963 | 47.6636 | 60.3774 | 35.1852 |
Ratio Avg Win / Avg Loss | 1.2093 | 2.246 | 0.629 | 0.677 | 0.5768 | 0.6784 |
Largest Winning Trade | 118409 | 118409 | 38178 | 71399 | 71317 | 71399 |
Largest Losing Trade | -168012 | -50506 | -168012 | -168012 | -143202 | -168012 |
Avg Bars in Trades | 55 | 65 | 45 | 55 | 65 | 45 |
Avg Bars in Winners | 44 | 52 | 39 | 64 | 73 | 49 |
Avg Bars in Losers | 66 | 73 | 56 | 46 | 52 | 43 |
Bars Traded | 5916 | 3460 | 2456 | 5916 | 3460 | 2456 |
Profit Streak | 12.417 | 0 | 17.5836 | 0 | 62.0836 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303745 | -174612 | -494369 | -581402 | -758041 | -766872 |
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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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