Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244990.127 | 193849.7693 | 51140.3577 | -103915.3775 | 11123.8922 | -115039.2696 |
Total P&L (%) | 244.9901 | 193.8498 | 51.1404 | -103.9154 | 11.1239 | -115.0393 |
Avg Daily Profit (%) | 0.1541 | 0.122 | 0.0322 | 0 | 0.0066 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119633 | -110220 | -102413 | -138719 | -12785 | -136646 |
Profit Factor | 1.323 | 1.5137 | 1.1342 | 0.4204 | 1.369 | 0.2286 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 76 | 33 | 43 | 62 | 36 | 26 |
Losing Trades | 61 | 35 | 26 | 75 | 32 | 43 |
Profitability (%) | 55.4745 | 48.5294 | 62.3188 | 45.2555 | 52.9412 | 37.6812 |
Ratio Avg Win / Avg Loss | 1.0619 | 1.6054 | 0.6858 | 0.5085 | 1.2169 | 0.3781 |
Largest Winning Trade | 108741 | 108741 | 46911 | 13534 | 13534 | 8090 |
Largest Losing Trade | -101565 | -47416 | -101565 | -122751 | -9304 | -122751 |
Avg Bars in Trades | 33 | 36 | 30 | 33 | 36 | 30 |
Avg Bars in Winners | 30 | 33 | 28 | 36 | 39 | 32 |
Avg Bars in Losers | 37 | 39 | 34 | 31 | 34 | 29 |
Bars Traded | 4609 | 2512 | 2097 | 4609 | 2512 | 2097 |
Profit Streak | 0 | 0 | 0 | 5.901 | 16.901 | 5.901 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306937 | -137710 | -325824 | -581089 | -422491 | -686827 |
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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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