Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246054.6647 | 186984.7019 | 59069.9628 | -205416.475 | -17067.4262 | -188349.0488 |
Total P&L (%) | 246.0547 | 186.9847 | 59.07 | -205.4165 | -17.0674 | -188.349 |
Avg Daily Profit (%) | 0.2362 | 0.1795 | 0.0567 | 0 | -0.018 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109124 | -49901 | -107189 | -236305 | -45732 | -191995 |
Profit Factor | 1.7816 | 2.4698 | 1.3149 | 0.3657 | 0.8303 | 0.1566 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 51 | 24 | 27 | 17 | 10 | 7 |
Losing Trades | 16 | 9 | 7 | 50 | 23 | 27 |
Profitability (%) | 76.1194 | 72.7273 | 79.4118 | 25.3731 | 30.303 | 20.5882 |
Ratio Avg Win / Avg Loss | 0.5589 | 0.9262 | 0.3409 | 1.0757 | 1.9096 | 0.604 |
Largest Winning Trade | 52109 | 52109 | 19312 | 32693 | 32693 | 17190 |
Largest Losing Trade | -107189 | -49537 | -107189 | -140298 | -27579 | -140298 |
Avg Bars in Trades | 362 | 394 | 331 | 362 | 394 | 331 |
Avg Bars in Winners | 229 | 260 | 201 | 676 | 710 | 626 |
Avg Bars in Losers | 786 | 750 | 832 | 255 | 256 | 255 |
Bars Traded | 24285 | 13013 | 11272 | 24285 | 13013 | 11272 |
Profit Streak | 5.4358 | 0 | 54.8524 | 0 | 13.1858 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108374 | 442669 | -114213 | -728559 | -585078 | -630054 |
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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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