Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237958.8096 | 41807.0891 | 196151.7205 | -411898.3922 | -69939.6925 | -341958.6996 |
Total P&L (%) | 237.9588 | 41.8071 | 196.1517 | -411.8984 | -69.9397 | -341.9587 |
Avg Daily Profit (%) | 0.1593 | 0.028 | 0.1313 | 0 | -0.0804 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184819 | -82765 | -183025 | -1136442 | -530981 | -766999 |
Profit Factor | 1.3525 | 1.1704 | 1.4565 | 0.8327 | 0.9161 | 0.7899 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 69 | 32 | 37 | 43 | 21 | 22 |
Losing Trades | 36 | 20 | 16 | 62 | 31 | 31 |
Profitability (%) | 65.7143 | 61.5385 | 69.8113 | 40.9524 | 40.3846 | 41.5094 |
Ratio Avg Win / Avg Loss | 0.7057 | 0.7315 | 0.6298 | 1.2006 | 1.3524 | 1.1131 |
Largest Winning Trade | 43364 | 23681 | 43364 | 394748 | 201638 | 394748 |
Largest Losing Trade | -156203 | -36535 | -156203 | -275293 | -137598 | -275293 |
Avg Bars in Trades | 83 | 54 | 112 | 83 | 54 | 112 |
Avg Bars in Winners | 73 | 44 | 98 | 93 | 56 | 127 |
Avg Bars in Losers | 103 | 70 | 144 | 76 | 52 | 100 |
Bars Traded | 8759 | 2820 | 5939 | 8759 | 2820 | 5939 |
Profit Streak | 36.7555 | 0 | 76.2555 | 0 | 62.0888 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319361 | -370865 | -194918 | -582350 | -762346 | -762468 |
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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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