Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352526.9109 | 240996.2846 | 111530.6263 | -228895.6368 | -38851.9438 | -190043.693 |
Total P&L (%) | 352.5269 | 240.9963 | 111.5306 | -228.8956 | -38.8519 | -190.0437 |
Avg Daily Profit (%) | 0.1838 | 0.1257 | 0.0582 | 0 | -0.0256 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126052 | -131754 | -137652 | -250639 | -109625 | -250311 |
Profit Factor | 1.5573 | 1.7325 | 1.3674 | 0.6241 | 0.846 | 0.4673 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 62 | 29 | 33 | 33 | 19 | 14 |
Losing Trades | 32 | 18 | 14 | 61 | 28 | 33 |
Profitability (%) | 65.9574 | 61.7021 | 70.2128 | 35.1064 | 40.4255 | 29.7872 |
Ratio Avg Win / Avg Loss | 0.8038 | 1.0753 | 0.5801 | 1.1537 | 1.2467 | 1.1016 |
Largest Winning Trade | 110208 | 110208 | 25665 | 84786 | 39189 | 84786 |
Largest Losing Trade | -117732 | -59791 | -117732 | -141239 | -41474 | -141239 |
Avg Bars in Trades | 79 | 82 | 75 | 79 | 82 | 75 |
Avg Bars in Winners | 60 | 61 | 60 | 96 | 99 | 92 |
Avg Bars in Losers | 114 | 116 | 112 | 69 | 70 | 68 |
Bars Traded | 7446 | 3875 | 3570 | 7446 | 3875 | 3570 |
Profit Streak | 210.9393 | 210.9393 | 273.6893 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419154 | -20023 | -112284 | -584652 | -582753 | -587745 |
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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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