Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287701.1203 | 207632.4341 | 80068.6861 | -186784.6339 | -82870.6607 | -103913.9732 |
Total P&L (%) | 287.7011 | 207.6324 | 80.0687 | -186.7846 | -82.8707 | -103.914 |
Avg Daily Profit (%) | 0.15 | 0.1083 | 0.0417 | 0 | -0.0919 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214133 | -58981 | -187125 | -208214 | -94340 | -113874 |
Profit Factor | 1.426 | 1.7901 | 1.1941 | 0.4161 | 0.4382 | 0.3971 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 86 | 42 | 44 | 51 | 26 | 25 |
Losing Trades | 52 | 27 | 25 | 87 | 43 | 44 |
Profitability (%) | 62.3188 | 60.8696 | 63.7681 | 36.9565 | 37.6812 | 36.2319 |
Ratio Avg Win / Avg Loss | 0.8622 | 1.1508 | 0.6784 | 0.7098 | 0.7247 | 0.699 |
Largest Winning Trade | 75402 | 75402 | 55411 | 20131 | 16233 | 20131 |
Largest Losing Trade | -114849 | -35177 | -114849 | -68090 | -36734 | -68090 |
Avg Bars in Trades | 27 | 30 | 24 | 27 | 30 | 24 |
Avg Bars in Winners | 26 | 26 | 25 | 22 | 28 | 16 |
Avg Bars in Losers | 29 | 36 | 22 | 30 | 31 | 29 |
Bars Traded | 3799 | 2102 | 1697 | 3799 | 2102 | 1697 |
Profit Streak | 10.2619 | 24.7619 | 10.2619 | 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 | 365745 | -145427 | -244838 | -585207 | -687526 | -687812 |
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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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