Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247953.5332 | 95266.9913 | 152686.5419 | -234579.8182 | 198717.7254 | -433297.5436 |
Total P&L (%) | 247.9535 | 95.267 | 152.6865 | -234.5798 | 198.7177 | -433.2975 |
Avg Daily Profit (%) | 0.1673 | 0.0643 | 0.103 | 0 | 0.0739 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206019 | -46517 | -185419 | -1115694 | -86712 | -1032580 |
Profit Factor | 1.4678 | 1.4863 | 1.4569 | 0.8477 | 1.6718 | 0.6517 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 71 | 36 | 35 | 48 | 22 | 26 |
Losing Trades | 39 | 19 | 20 | 62 | 33 | 29 |
Profitability (%) | 64.5455 | 65.4545 | 63.6364 | 43.6364 | 40 | 47.2727 |
Ratio Avg Win / Avg Loss | 0.8062 | 0.7844 | 0.8325 | 1.0949 | 2.5077 | 0.7269 |
Largest Winning Trade | 70996 | 36559 | 70996 | 121889 | 83302 | 121889 |
Largest Losing Trade | -112368 | -44637 | -112368 | -803482 | -86712 | -803482 |
Avg Bars in Trades | 25 | 14 | 35 | 25 | 14 | 35 |
Avg Bars in Winners | 22 | 8 | 36 | 28 | 21 | 34 |
Avg Bars in Losers | 29 | 25 | 33 | 22 | 9 | 36 |
Bars Traded | 2761 | 800 | 1961 | 2761 | 800 | 1961 |
Profit Streak | 18.4039 | 35.4039 | 0 | 0 | 0 | 38.4039 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352890 | -284771 | -234348 | -581015 | -274813 | -761348 |
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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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