Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219622.9041 | 177012.5302 | 42610.3739 | -112946.7193 | 273485.4799 | -386432.1992 |
Total P&L (%) | 219.6229 | 177.0125 | 42.6104 | -112.9467 | 273.4855 | -386.4322 |
Avg Daily Profit (%) | 0.1535 | 0.1237 | 0.0298 | 0 | 0.0921 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139306 | -41696 | -166241 | -593001 | -175444 | -675701 |
Profit Factor | 1.3272 | 1.9269 | 1.0887 | 0.9241 | 1.7884 | 0.6617 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 80 | 36 | 44 | 76 | 36 | 40 |
Losing Trades | 47 | 27 | 20 | 51 | 27 | 24 |
Profitability (%) | 62.9921 | 57.1429 | 68.75 | 59.8425 | 57.1429 | 62.5 |
Ratio Avg Win / Avg Loss | 0.7797 | 1.4452 | 0.4949 | 0.6202 | 1.3413 | 0.397 |
Largest Winning Trade | 38615 | 28152 | 38615 | 74913 | 67238 | 74913 |
Largest Losing Trade | -115700 | -28741 | -115700 | -546320 | -93923 | -546320 |
Avg Bars in Trades | 65 | 47 | 82 | 65 | 47 | 82 |
Avg Bars in Winners | 51 | 44 | 56 | 58 | 50 | 66 |
Avg Bars in Losers | 88 | 51 | 139 | 74 | 43 | 108 |
Bars Traded | 8259 | 3002 | 5257 | 8259 | 3002 | 5257 |
Profit Streak | 21.08 | 21.08 | 53.08 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334660 | -170491 | -414947 | -579165 | -213417 | -718337 |
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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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