Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244896.3344 | 31813.9993 | 213082.3351 | -314577.2093 | -19977.4172 | -294599.7921 |
Total P&L (%) | 244.8963 | 31.814 | 213.0823 | -314.5772 | -19.9774 | -294.5998 |
Avg Daily Profit (%) | 0.1606 | 0.0209 | 0.1398 | 0 | -0.0146 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114726 | -24856 | -117733 | -313702 | -54731 | -273181 |
Profit Factor | 1.4842 | 1.2596 | 1.556 | 0.6913 | 0.8958 | 0.6439 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 62 | 27 | 35 | 39 | 24 | 15 |
Losing Trades | 40 | 24 | 16 | 63 | 27 | 36 |
Profitability (%) | 60.7843 | 52.9412 | 68.6275 | 38.2353 | 47.0588 | 29.4118 |
Ratio Avg Win / Avg Loss | 0.9575 | 1.1197 | 0.7113 | 1.1167 | 1.0077 | 1.5454 |
Largest Winning Trade | 58291 | 19392 | 58291 | 93973 | 27310 | 93973 |
Largest Losing Trade | -120845 | -16008 | -120845 | -120845 | -23952 | -120845 |
Avg Bars in Trades | 28 | 5 | 52 | 28 | 5 | 52 |
Avg Bars in Winners | 27 | 5 | 44 | 30 | 5 | 70 |
Avg Bars in Losers | 31 | 5 | 69 | 27 | 5 | 44 |
Bars Traded | 2956 | 288 | 2668 | 2956 | 288 | 2668 |
Profit Streak | 0 | 0 | 54.7019 | 24.7019 | 51.2019 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315883 | -347491 | -183540 | -582593 | -759468 | -768703 |
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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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