Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249231.7185 | 93692.8365 | 155538.882 | -132201.1801 | 109772.0939 | -241973.274 |
Total P&L (%) | 249.2317 | 93.6928 | 155.5389 | -132.2012 | 109.7721 | -241.9733 |
Avg Daily Profit (%) | 0.1506 | 0.0566 | 0.094 | 0 | 0.0448 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163936 | -139614 | -160431 | -361962 | -22173 | -373359 |
Profit Factor | 1.3153 | 1.2363 | 1.3948 | 0.7435 | 2.4772 | 0.4514 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 63 | 24 | 39 | 57 | 36 | 21 |
Losing Trades | 53 | 34 | 19 | 59 | 22 | 37 |
Profitability (%) | 54.3103 | 41.3793 | 67.2414 | 49.1379 | 62.069 | 36.2069 |
Ratio Avg Win / Avg Loss | 1.1065 | 1.7515 | 0.6795 | 0.7696 | 1.5138 | 0.7954 |
Largest Winning Trade | 122937 | 122937 | 54811 | 67849 | 59529 | 67849 |
Largest Losing Trade | -111457 | -32398 | -111457 | -356708 | -8239 | -356708 |
Avg Bars in Trades | 55 | 60 | 49 | 55 | 60 | 49 |
Avg Bars in Winners | 53 | 67 | 44 | 58 | 60 | 56 |
Avg Bars in Losers | 57 | 55 | 60 | 51 | 60 | 46 |
Bars Traded | 6412 | 3514 | 2898 | 6412 | 3514 | 2898 |
Profit Streak | 33.1349 | 0 | 130.6349 | 0 | 73.6349 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316236 | -299902 | -244899 | -580805 | -306300 | -766475 |
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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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