Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74631.3473 | 206696.8669 | -132065.5196 | -410994.2944 | -136446.9324 | -274547.3621 |
Total P&L (%) | 74.6313 | 206.6969 | -132.0655 | -410.9943 | -136.4469 | -274.5474 |
Avg Daily Profit (%) | 0.0605 | 0.1675 | -0.107 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -341877 | -65149 | -349657 | -429572 | -212653 | -326853 |
Profit Factor | 1.0758 | 1.6373 | 0.8002 | 0.6582 | 0.6957 | 0.6359 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 129 | 63 | 66 | 97 | 50 | 47 |
Losing Trades | 96 | 49 | 47 | 128 | 62 | 66 |
Profitability (%) | 57.3333 | 56.25 | 58.4071 | 43.1111 | 44.6429 | 41.5929 |
Ratio Avg Win / Avg Loss | 0.8006 | 1.2735 | 0.5698 | 0.8685 | 0.8626 | 0.8929 |
Largest Winning Trade | 34660 | 30057 | 34660 | 173963 | 72798 | 173963 |
Largest Losing Trade | -242725 | -36085 | -242725 | -287818 | -48039 | -287818 |
Avg Bars in Trades | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Winners | 25 | 30 | 20 | 38 | 43 | 33 |
Avg Bars in Losers | 40 | 41 | 38 | 26 | 28 | 24 |
Bars Traded | 7166 | 3959 | 3207 | 7166 | 3959 | 3207 |
Profit Streak | 29.8535 | 56.6868 | 29.8535 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247423 | 406302 | -578660 | -582279 | -583117 | -584023 |
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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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