Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285260.997 | 173893.6026 | 111367.3944 | -897740.2479 | -267938.6502 | -629801.5977 |
Total P&L (%) | 285.261 | 173.8936 | 111.3674 | -897.7402 | -267.9387 | -629.8016 |
Avg Daily Profit (%) | 0.1499 | 0.0914 | 0.0585 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158971 | -71980 | -179938 | -898894 | -517361 | -642203 |
Profit Factor | 1.4555 | 1.5763 | 1.3431 | 0.6787 | 0.8187 | 0.5216 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 60 | 26 | 34 | 40 | 24 | 16 |
Losing Trades | 41 | 24 | 17 | 61 | 26 | 35 |
Profitability (%) | 59.4059 | 52 | 66.6667 | 39.604 | 48 | 31.3725 |
Ratio Avg Win / Avg Loss | 0.9946 | 1.455 | 0.6716 | 1.035 | 0.8869 | 1.1409 |
Largest Winning Trade | 77358 | 77358 | 54804 | 234187 | 234187 | 192183 |
Largest Losing Trade | -158971 | -54565 | -158971 | -307137 | -307137 | -160806 |
Avg Bars in Trades | 71 | 81 | 62 | 71 | 81 | 62 |
Avg Bars in Winners | 62 | 67 | 59 | 83 | 97 | 63 |
Avg Bars in Losers | 84 | 96 | 67 | 63 | 67 | 61 |
Bars Traded | 7235 | 4070 | 3165 | 7235 | 4070 | 3165 |
Profit Streak | 15.348 | 0 | 148.348 | 0 | 41.348 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306013 | -248991 | -292608 | -582885 | -761061 | -766688 |
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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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