Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531337.5799 | 444928.9934 | 86408.5866 | -167483.7456 | 256147.0483 | -423630.7939 |
Total P&L (%) | 531.3376 | 444.929 | 86.4086 | -167.4837 | 256.147 | -423.6308 |
Avg Daily Profit (%) | 0.2312 | 0.1936 | 0.0376 | 0 | 0.0553 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169832 | -138621 | -171943 | -435566 | -114239 | -532302 |
Profit Factor | 1.677 | 2.2425 | 1.2025 | 0.8383 | 1.8894 | 0.4336 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 59 | 26 | 33 | 49 | 29 | 20 |
Losing Trades | 48 | 27 | 21 | 58 | 24 | 34 |
Profitability (%) | 55.1402 | 49.0566 | 61.1111 | 45.7944 | 54.717 | 37.037 |
Ratio Avg Win / Avg Loss | 1.3643 | 2.3287 | 0.7652 | 0.9923 | 1.5636 | 0.7371 |
Largest Winning Trade | 234444 | 234444 | 49589 | 149605 | 149605 | 63707 |
Largest Losing Trade | -105833 | -34981 | -105833 | -315035 | -74841 | -315035 |
Avg Bars in Trades | 62 | 75 | 48 | 62 | 75 | 48 |
Avg Bars in Winners | 63 | 77 | 51 | 66 | 80 | 44 |
Avg Bars in Losers | 60 | 74 | 43 | 58 | 70 | 50 |
Bars Traded | 6641 | 4024 | 2616 | 6641 | 4024 | 2616 |
Profit Streak | 11.7751 | 0 | 238.4417 | 0 | 25.7751 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430133 | -168587 | -322047 | -582128 | -294414 | -765874 |
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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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