Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362283.3792 | 298029.9256 | 64253.4536 | -118643.6233 | 88318.9465 | -206962.5698 |
Total P&L (%) | 362.2834 | 298.0299 | 64.2535 | -118.6436 | 88.3189 | -206.9626 |
Avg Daily Profit (%) | 0.1945 | 0.16 | 0.0345 | 0 | 0.034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146014 | -94536 | -149811 | -259367 | -67375 | -227433 |
Profit Factor | 1.5898 | 2.1872 | 1.1769 | 0.7579 | 1.6163 | 0.4032 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 56 | 28 | 28 | 40 | 20 | 20 |
Losing Trades | 19 | 9 | 10 | 35 | 17 | 18 |
Profitability (%) | 74.6667 | 75.6757 | 73.6842 | 53.3333 | 54.0541 | 52.6316 |
Ratio Avg Win / Avg Loss | 0.5394 | 0.703 | 0.4203 | 0.6632 | 1.3739 | 0.3628 |
Largest Winning Trade | 65156 | 65156 | 36874 | 94185 | 94185 | 23123 |
Largest Losing Trade | -107295 | -49644 | -107295 | -204692 | -60468 | -204692 |
Avg Bars in Trades | 71 | 86 | 56 | 71 | 86 | 56 |
Avg Bars in Winners | 39 | 49 | 29 | 50 | 62 | 38 |
Avg Bars in Losers | 166 | 203 | 133 | 95 | 114 | 76 |
Bars Traded | 5352 | 3207 | 2145 | 5352 | 3207 | 2145 |
Profit Streak | 167.9899 | 169.9899 | 167.9899 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48543 | 481666 | -170323 | -641623 | -145010 | -580423 |
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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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