Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313840.3711 | 202855.0895 | 110985.2816 | -266362.953 | -56133.5333 | -210229.4197 |
Total P&L (%) | 313.8404 | 202.8551 | 110.9853 | -266.363 | -56.1335 | -210.2294 |
Avg Daily Profit (%) | 0.1621 | 0.1048 | 0.0573 | 0 | -0.0426 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198326 | -64455 | -206758 | -323854 | -89611 | -249204 |
Profit Factor | 1.4514 | 1.8975 | 1.2366 | 0.5234 | 0.6463 | 0.4746 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 82 | 41 | 41 | 50 | 26 | 24 |
Losing Trades | 48 | 24 | 24 | 80 | 39 | 41 |
Profitability (%) | 63.0769 | 63.0769 | 63.0769 | 38.4615 | 40 | 36.9231 |
Ratio Avg Win / Avg Loss | 0.8496 | 1.1107 | 0.7238 | 0.8374 | 0.9694 | 0.8108 |
Largest Winning Trade | 51254 | 51254 | 38776 | 56986 | 18516 | 56986 |
Largest Losing Trade | -120170 | -48347 | -120170 | -131585 | -18420 | -131585 |
Avg Bars in Trades | 87 | 59 | 115 | 87 | 59 | 115 |
Avg Bars in Winners | 83 | 56 | 110 | 83 | 58 | 110 |
Avg Bars in Losers | 93 | 64 | 123 | 89 | 60 | 118 |
Bars Traded | 11388 | 3887 | 7501 | 11388 | 3887 | 7501 |
Profit Streak | 37.9017 | 37.9017 | 42.4017 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364045 | -180024 | -247325 | -584920 | -716625 | -717821 |
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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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