Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311555.6309 | 275333.6164 | 36222.0145 | -272605.9065 | -12860.525 | -259745.3815 |
Total P&L (%) | 311.5556 | 275.3336 | 36.222 | -272.6059 | -12.8605 | -259.7454 |
Avg Daily Profit (%) | 0.2116 | 0.187 | 0.0246 | 0 | -0.0093 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155793 | -131753 | -90006 | -382781 | -193793 | -200084 |
Profit Factor | 1.4003 | 1.6954 | 1.0947 | 0.7746 | 0.9769 | 0.602 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 50 | 19 | 31 | 45 | 30 | 15 |
Losing Trades | 45 | 29 | 16 | 50 | 18 | 32 |
Profitability (%) | 52.6316 | 39.5833 | 65.9574 | 47.3684 | 62.5 | 31.9149 |
Ratio Avg Win / Avg Loss | 1.2603 | 2.5878 | 0.565 | 0.8607 | 0.5861 | 1.2842 |
Largest Winning Trade | 213884 | 213884 | 36782 | 133716 | 103857 | 133716 |
Largest Losing Trade | -155793 | -66883 | -155793 | -160263 | -118974 | -160263 |
Avg Bars in Trades | 60 | 70 | 49 | 60 | 70 | 49 |
Avg Bars in Winners | 60 | 73 | 52 | 61 | 69 | 45 |
Avg Bars in Losers | 60 | 69 | 43 | 59 | 73 | 51 |
Bars Traded | 5718 | 3401 | 2317 | 5718 | 3401 | 2317 |
Profit Streak | 0 | 0 | 136.3909 | 17.8909 | 35.3909 | 0 |
Trades During Streak | 0 | 0 | 4 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324403 | 243363 | -277033 | -580982 | -578526 | -586063 |
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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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