Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431338.4063 | 156501.9736 | 274836.4326 | -258321.3218 | -9409.9768 | -248911.345 |
Total P&L (%) | 431.3384 | 156.502 | 274.8364 | -258.3213 | -9.41 | -248.9113 |
Avg Daily Profit (%) | 0.2606 | 0.0946 | 0.1661 | 0 | -0.006 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137390 | -68902 | -106644 | -316142 | -66737 | -307062 |
Profit Factor | 1.6812 | 1.4864 | 1.8824 | 0.6135 | 0.961 | 0.4171 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 81 | 35 | 46 | 33 | 21 | 12 |
Losing Trades | 33 | 22 | 11 | 81 | 36 | 45 |
Profitability (%) | 71.0526 | 61.4035 | 80.7018 | 28.9474 | 36.8421 | 21.0526 |
Ratio Avg Win / Avg Loss | 0.6849 | 0.9343 | 0.4501 | 1.5059 | 1.6474 | 1.5641 |
Largest Winning Trade | 43899 | 43899 | 37718 | 72092 | 72092 | 59699 |
Largest Losing Trade | -106644 | -56835 | -106644 | -168308 | -20786 | -168308 |
Avg Bars in Trades | 27 | 34 | 21 | 27 | 34 | 21 |
Avg Bars in Winners | 18 | 22 | 16 | 46 | 50 | 40 |
Avg Bars in Losers | 50 | 52 | 44 | 20 | 24 | 16 |
Bars Traded | 3186 | 1947 | 1238 | 3186 | 1947 | 1238 |
Profit Streak | 59.1627 | 59.1627 | 347.1627 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 12 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491278 | -244765 | -166182 | -589836 | -763450 | -805268 |
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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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