Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257964.8631 | 204398.0193 | 53566.8438 | -252852.8576 | -134040.4912 | -118812.3664 |
Total P&L (%) | 257.9649 | 204.398 | 53.5668 | -252.8529 | -134.0405 | -118.8124 |
Avg Daily Profit (%) | 0.1808 | 0.1433 | 0.0376 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220027 | -94633 | -173977 | -358035 | -156735 | -248572 |
Profit Factor | 1.3739 | 1.6553 | 1.1417 | 0.6875 | 0.631 | 0.7335 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 61 | 25 | 36 | 53 | 27 | 26 |
Losing Trades | 40 | 25 | 15 | 48 | 23 | 25 |
Profitability (%) | 60.396 | 50 | 70.5882 | 52.4752 | 54 | 50.9804 |
Ratio Avg Win / Avg Loss | 0.9009 | 1.6553 | 0.4757 | 0.6226 | 0.5375 | 0.7053 |
Largest Winning Trade | 138104 | 138104 | 32378 | 50186 | 37028 | 50186 |
Largest Losing Trade | -127325 | -33637 | -127325 | -168516 | -66096 | -168516 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 27 | 27 | 28 | 27 | 27 | 27 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 2830 | 1400 | 1430 | 2830 | 1400 | 1430 |
Profit Streak | 108.5184 | 108.5184 | 150.5184 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350076 | -177046 | -385841 | -579910 | -760037 | -760428 |
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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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