Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86585.4585 | 56974.6425 | 29610.816 | -23357.1239 | 82323.3555 | -105680.4794 |
Total P&L (%) | 86.5855 | 56.9746 | 29.6108 | -23.3571 | 82.3234 | -105.6805 |
Avg Daily Profit (%) | 0.3325 | 0.2188 | 0.1137 | -0.1021 | 0.2309 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82240 | -33094 | -85465 | -240452 | -28068 | -242436 |
Profit Factor | 1.3467 | 1.5652 | 1.1989 | 0.9465 | 1.7484 | 0.6766 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 65.4545 | 60 | 70.9091 | 65.4545 | 60 | 70.9091 |
Ratio Avg Win / Avg Loss | 0.7108 | 1.0435 | 0.4918 | 0.4996 | 1.1656 | 0.2776 |
Largest Winning Trade | 21475 | 15328 | 21475 | 26129 | 20281 | 26129 |
Largest Losing Trade | -82240 | -29380 | -82240 | -240452 | -25014 | -240452 |
Avg Bars in Trades | 224 | 242 | 206 | 224 | 242 | 206 |
Avg Bars in Winners | 135 | 139 | 131 | 135 | 139 | 131 |
Avg Bars in Losers | 394 | 397 | 389 | 394 | 397 | 389 |
Bars Traded | 24716 | 13346 | 11370 | 24716 | 13346 | 11370 |
Profit Streak | 0 | 0 | 9.1637 | 0 | 0 | 9.1637 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300834 | -171536 | -225870 | -579877 | -170065 | -758851 |
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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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