Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161546.1029 | 52591.0678 | 108955.0351 | -129705.0164 | -26556.1428 | -103148.8735 |
Total P&L (%) | 161.5461 | 52.5911 | 108.955 | -129.705 | -26.5561 | -103.1489 |
Avg Daily Profit (%) | 0.1575 | 0.0513 | 0.1062 | 0 | -0.0301 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111306 | -30739 | -125878 | -318421 | -43832 | -308450 |
Profit Factor | 1.3422 | 1.2961 | 1.37 | 0.7929 | 0.8315 | 0.7799 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 68 | 29 | 39 | 58 | 25 | 33 |
Losing Trades | 42 | 26 | 16 | 52 | 30 | 22 |
Profitability (%) | 61.8182 | 52.7273 | 70.9091 | 52.7273 | 45.4545 | 60 |
Ratio Avg Win / Avg Loss | 0.829 | 1.162 | 0.5621 | 0.7108 | 0.9978 | 0.5199 |
Largest Winning Trade | 65127 | 27960 | 65127 | 111499 | 28094 | 111499 |
Largest Losing Trade | -109377 | -23167 | -109377 | -303246 | -35229 | -303246 |
Avg Bars in Trades | 25 | 11 | 40 | 25 | 11 | 40 |
Avg Bars in Winners | 21 | 12 | 27 | 26 | 10 | 37 |
Avg Bars in Losers | 33 | 10 | 70 | 25 | 11 | 43 |
Bars Traded | 2822 | 617 | 2205 | 2822 | 617 | 2205 |
Profit Streak | 10.9265 | 0 | 37.2598 | 0 | 15.2598 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312406 | -304964 | -228163 | -579854 | -761739 | -759537 |
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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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