Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233858.9521 | 87191.5719 | 146667.3802 | -218756.2406 | -110135.4596 | -108620.781 |
Total P&L (%) | 233.859 | 87.1916 | 146.6674 | -218.7562 | -110.1355 | -108.6208 |
Avg Daily Profit (%) | 0.2285 | 0.0852 | 0.1433 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145039 | -88673 | -114171 | -558621 | -195814 | -374336 |
Profit Factor | 1.4537 | 1.3247 | 1.5939 | 0.8226 | 0.7966 | 0.8429 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 62 | 26 | 36 | 56 | 24 | 32 |
Losing Trades | 47 | 28 | 19 | 53 | 30 | 23 |
Profitability (%) | 56.8807 | 48.1481 | 65.4545 | 51.3761 | 44.4444 | 58.1818 |
Ratio Avg Win / Avg Loss | 1.102 | 1.4266 | 0.8412 | 0.7785 | 0.9957 | 0.6058 |
Largest Winning Trade | 60992 | 60992 | 46969 | 80263 | 57468 | 80263 |
Largest Losing Trade | -114171 | -34263 | -114171 | -274186 | -74677 | -274186 |
Avg Bars in Trades | 34 | 35 | 34 | 34 | 35 | 34 |
Avg Bars in Winners | 31 | 24 | 35 | 36 | 34 | 37 |
Avg Bars in Losers | 39 | 45 | 30 | 33 | 36 | 29 |
Bars Traded | 3784 | 1914 | 1870 | 3784 | 1914 | 1870 |
Profit Streak | 18.4792 | 0 | 89.7292 | 0 | 53.4792 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382742 | -259760 | -178131 | -580309 | -762431 | -759772 |
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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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