Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312764.3923 | 295709.1704 | 17055.222 | -144981.8084 | 117776.9208 | -262758.7292 |
Total P&L (%) | 312.7644 | 295.7092 | 17.0552 | -144.9818 | 117.7769 | -262.7587 |
Avg Daily Profit (%) | 0.1756 | 0.166 | 0.0096 | 0 | 0.0437 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190948 | -63503 | -209672 | -521373 | -55875 | -481474 |
Profit Factor | 1.4181 | 2.5442 | 1.0306 | 0.8172 | 1.9553 | 0.6076 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 57 | 26 | 31 | 41 | 24 | 17 |
Losing Trades | 38 | 21 | 17 | 54 | 23 | 31 |
Profitability (%) | 60 | 55.3191 | 64.5833 | 43.1579 | 51.0638 | 35.4167 |
Ratio Avg Win / Avg Loss | 0.9454 | 2.0549 | 0.5652 | 1.0763 | 1.8739 | 1.108 |
Largest Winning Trade | 96165 | 96165 | 55370 | 121825 | 62894 | 121825 |
Largest Losing Trade | -131377 | -26817 | -131377 | -459309 | -37724 | -459309 |
Avg Bars in Trades | 108 | 78 | 138 | 108 | 78 | 138 |
Avg Bars in Winners | 88 | 71 | 102 | 124 | 81 | 184 |
Avg Bars in Losers | 139 | 87 | 203 | 96 | 75 | 112 |
Bars Traded | 10331 | 3700 | 6631 | 10331 | 3700 | 6631 |
Profit Streak | 117.7529 | 117.7529 | 129.0863 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342858 | 500752 | -374049 | -581518 | -130603 | -584693 |
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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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