Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210769.8881 | 384240.2118 | -173470.3238 | -102925.1954 | 138975.5089 | -241900.7043 |
Total P&L (%) | 210.7699 | 384.2402 | -173.4703 | -102.9252 | 138.9755 | -241.9007 |
Avg Daily Profit (%) | 0.0911 | 0.1661 | -0.075 | 0 | 0.0377 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228850 | -141785 | -384039 | -240144 | -39704 | -286605 |
Profit Factor | 1.2295 | 2.0713 | 0.69 | 0.7567 | 3.0851 | 0.3213 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 37 | 18 | 19 | 37 | 22 | 15 |
Losing Trades | 42 | 21 | 21 | 42 | 17 | 25 |
Profitability (%) | 46.8354 | 46.1538 | 47.5 | 46.8354 | 56.4103 | 37.5 |
Ratio Avg Win / Avg Loss | 1.3957 | 2.4165 | 0.7626 | 0.859 | 2.384 | 0.5355 |
Largest Winning Trade | 88468 | 88468 | 52277 | 98514 | 98514 | 60468 |
Largest Losing Trade | -120629 | -80710 | -120629 | -135592 | -26424 | -135592 |
Avg Bars in Trades | 79 | 105 | 53 | 79 | 105 | 53 |
Avg Bars in Winners | 82 | 85 | 78 | 88 | 118 | 44 |
Avg Bars in Losers | 76 | 122 | 30 | 71 | 88 | 59 |
Bars Traded | 6268 | 4119 | 2149 | 6268 | 4119 | 2149 |
Profit Streak | 14.3784 | 0 | 20.3784 | 0 | 55.3784 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103604 | 352577 | -581167 | -613286 | -134863 | -585610 |
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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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