Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248539.2165 | 153582.717 | 94956.4995 | -48810.332 | 2224.4546 | -51034.7866 |
Total P&L (%) | 248.5392 | 153.5827 | 94.9565 | -48.8103 | 2.2245 | -51.0348 |
Avg Daily Profit (%) | 0.1988 | 0.1229 | 0.076 | -0.0536 | 0.0018 | -0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98005 | -54433 | -95387 | -96662 | -32942 | -94488 |
Profit Factor | 1.612 | 1.9653 | 1.3844 | 0.8042 | 1.0249 | 0.6807 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 83.3333 | 80.303 | 86.3636 | 83.3333 | 80.303 | 86.3636 |
Ratio Avg Win / Avg Loss | 0.3224 | 0.4821 | 0.2186 | 0.1608 | 0.2514 | 0.1075 |
Largest Winning Trade | 21307 | 21307 | 19745 | 16680 | 8223 | 16680 |
Largest Losing Trade | -95387 | -54433 | -95387 | -92959 | -32942 | -92959 |
Avg Bars in Trades | 16 | 21 | 12 | 16 | 21 | 12 |
Avg Bars in Winners | 9 | 11 | 8 | 9 | 11 | 8 |
Avg Bars in Losers | 51 | 60 | 37 | 51 | 60 | 37 |
Bars Traded | 2206 | 1386 | 820 | 2206 | 1386 | 820 |
Profit Streak | 0 | 158.7924 | 0 | 0 | 158.7924 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468111 | -146572 | -211981 | -575659 | -669636 | -700172 |
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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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