Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284387.9536 | 204333.0745 | 80054.8791 | -198166.6831 | -42565.2443 | -155601.4389 |
Total P&L (%) | 284.388 | 204.3331 | 80.0549 | -198.1667 | -42.5652 | -155.6014 |
Avg Daily Profit (%) | 0.1689 | 0.1214 | 0.0476 | 0 | -0.0329 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113701 | -102924 | -113701 | -341739 | -132224 | -230958 |
Profit Factor | 1.388 | 1.6402 | 1.1935 | 0.632 | 0.7959 | 0.5283 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 61 | 30 | 31 | 66 | 35 | 31 |
Losing Trades | 67 | 34 | 33 | 62 | 29 | 33 |
Profitability (%) | 47.6563 | 46.875 | 48.4375 | 51.5625 | 54.6875 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.5245 | 1.8589 | 1.2705 | 0.5937 | 0.6595 | 0.5624 |
Largest Winning Trade | 93981 | 93981 | 49091 | 51547 | 31534 | 51547 |
Largest Losing Trade | -113701 | -47796 | -113701 | -125677 | -43413 | -125677 |
Avg Bars in Trades | 51 | 54 | 48 | 51 | 54 | 48 |
Avg Bars in Winners | 59 | 62 | 56 | 44 | 48 | 40 |
Avg Bars in Losers | 44 | 48 | 41 | 59 | 62 | 56 |
Bars Traded | 6606 | 3506 | 3100 | 6606 | 3506 | 3100 |
Profit Streak | 23.7636 | 26.7636 | 0 | 0 | 0 | 27.7636 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326206 | -167722 | -276909 | -580236 | -719350 | -720025 |
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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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