Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363040.8836 | 283569.0804 | 79471.8032 | -536904.1956 | -171765.8049 | -365138.3908 |
Total P&L (%) | 363.0409 | 283.5691 | 79.4718 | -536.9042 | -171.7658 | -365.1384 |
Avg Daily Profit (%) | 0.2462 | 0.1923 | 0.0539 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145471 | -76116 | -151371 | -808484 | -325769 | -724636 |
Profit Factor | 1.513 | 2.1938 | 1.169 | 0.8003 | 0.8316 | 0.7813 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 52 | 22 | 30 | 49 | 29 | 20 |
Losing Trades | 51 | 30 | 21 | 54 | 23 | 31 |
Profitability (%) | 50.4854 | 42.3077 | 58.8235 | 47.5728 | 55.7692 | 39.2157 |
Ratio Avg Win / Avg Loss | 1.4839 | 2.9915 | 0.8183 | 0.882 | 0.6595 | 1.2109 |
Largest Winning Trade | 129127 | 129127 | 68710 | 325597 | 119897 | 325597 |
Largest Losing Trade | -145471 | -25941 | -145471 | -325769 | -325769 | -256417 |
Avg Bars in Trades | 41 | 18 | 64 | 41 | 18 | 64 |
Avg Bars in Winners | 57 | 24 | 81 | 24 | 14 | 39 |
Avg Bars in Losers | 24 | 14 | 39 | 56 | 24 | 80 |
Bars Traded | 4246 | 968 | 3278 | 4246 | 968 | 3278 |
Profit Streak | 14.7422 | 39.0755 | 0 | 0 | 0 | 45.4088 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371793 | -170492 | -336106 | -581447 | -759807 | -762804 |
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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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