Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298217.7146 | 162064.9195 | 136152.795 | -161388.8368 | -110220.3846 | -51168.4522 |
Total P&L (%) | 298.2177 | 162.0649 | 136.1528 | -161.3888 | -110.2204 | -51.1685 |
Avg Daily Profit (%) | 0.157 | 0.0853 | 0.0717 | 0 | 0 | -0.0377 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153645 | -123913 | -139959 | -277321 | -87921 | -189399 |
Profit Factor | 1.3662 | 1.4759 | 1.2873 | 0.7352 | 0.5991 | 0.8471 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 77 | 37 | 40 | 43 | 23 | 20 |
Losing Trades | 41 | 22 | 19 | 75 | 36 | 39 |
Profitability (%) | 65.2542 | 62.7119 | 67.7966 | 36.4407 | 38.9831 | 33.8983 |
Ratio Avg Win / Avg Loss | 0.7274 | 0.8776 | 0.6115 | 1.2824 | 0.9377 | 1.6519 |
Largest Winning Trade | 53257 | 53257 | 37393 | 120180 | 32997 | 120180 |
Largest Losing Trade | -128193 | -61041 | -128193 | -115976 | -64931 | -115976 |
Avg Bars in Trades | 94 | 71 | 117 | 94 | 71 | 117 |
Avg Bars in Winners | 75 | 57 | 92 | 119 | 91 | 151 |
Avg Bars in Losers | 129 | 95 | 168 | 79 | 58 | 99 |
Bars Traded | 11134 | 4220 | 6914 | 11134 | 4220 | 6914 |
Profit Streak | 23.4814 | 0 | 60.8147 | 0 | 45.8147 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320822 | -254557 | -272268 | -584071 | -761463 | -761220 |
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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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