Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318322.9427 | 232948.7803 | 85374.1623 | -99673.7346 | 110435.1131 | -210108.8477 |
Total P&L (%) | 318.3229 | 232.9488 | 85.3742 | -99.6737 | 110.4351 | -210.1088 |
Avg Daily Profit (%) | 0.1666 | 0.1219 | 0.0447 | -0.2992 | 0.0389 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210685 | -60857 | -184723 | -273362 | -156813 | -252252 |
Profit Factor | 1.3912 | 1.7449 | 1.1704 | 0.8729 | 1.3919 | 0.5816 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 73 | 33 | 40 | 69 | 32 | 37 |
Losing Trades | 39 | 23 | 16 | 43 | 24 | 19 |
Profitability (%) | 65.1786 | 58.9286 | 71.4286 | 61.6071 | 57.1429 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.7432 | 1.2162 | 0.4682 | 0.544 | 1.0439 | 0.2987 |
Largest Winning Trade | 84956 | 84956 | 50730 | 83675 | 83675 | 37885 |
Largest Losing Trade | -106717 | -58984 | -106717 | -193974 | -156813 | -193974 |
Avg Bars in Trades | 47 | 30 | 64 | 47 | 30 | 64 |
Avg Bars in Winners | 43 | 24 | 58 | 50 | 27 | 70 |
Avg Bars in Losers | 55 | 39 | 77 | 42 | 34 | 52 |
Bars Traded | 5316 | 1726 | 3590 | 5316 | 1726 | 3590 |
Profit Streak | 6.7155 | 0 | 314.3821 | 6.7155 | 0 | 314.3821 |
Trades During Streak | 1 | 0 | 8 | 1 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333449 | -206947 | -343834 | -578288 | -319360 | -757300 |
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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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