Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399918.1098 | 285673.4043 | 114244.7055 | -154291.0178 | 113434.5638 | -267725.5816 |
Total P&L (%) | 399.9181 | 285.6734 | 114.2447 | -154.291 | 113.4346 | -267.7256 |
Avg Daily Profit (%) | 0.2097 | 0.1498 | 0.0599 | 0 | 0.0398 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107660 | -90475 | -18254 | -321769 | -84568 | -83801 |
Profit Factor | 1.698 | 1.7108 | 1.6678 | 0.7007 | 1.5349 | 0.1179 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 25 | 28 | 36 | 21 | 15 |
Losing Trades | 36 | 20 | 16 | 53 | 24 | 29 |
Profitability (%) | 59.5506 | 55.5556 | 63.6364 | 40.4494 | 46.6667 | 34.0909 |
Ratio Avg Win / Avg Loss | 1.1533 | 1.3687 | 0.953 | 1.0316 | 1.7542 | 0.2279 |
Largest Winning Trade | 137059 | 137059 | 39896 | 76391 | 76391 | 11461 |
Largest Losing Trade | -105580 | -60464 | -105580 | -186235 | -35117 | -186235 |
Avg Bars in Trades | 80 | 113 | 47 | 80 | 113 | 47 |
Avg Bars in Winners | 80 | 104 | 59 | 85 | 130 | 21 |
Avg Bars in Losers | 81 | 124 | 27 | 78 | 98 | 61 |
Bars Traded | 7207 | 5109 | 2098 | 7207 | 5109 | 2098 |
Profit Streak | 86.8635 | 102.6135 | 86.8635 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455353 | 388071 | -110173 | -582587 | -138394 | -586906 |
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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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