Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283935.9067 | 234112.1782 | 49823.7285 | -999421.5987 | -834634.7772 | -164786.8215 |
Total P&L (%) | 283.9359 | 234.1122 | 49.8237 | -999.4216 | -834.6348 | -164.7868 |
Avg Daily Profit (%) | 0.1927 | 0.1589 | 0.0338 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170490 | -94493 | -170490 | -2674469 | -1949401 | -834489 |
Profit Factor | 1.4192 | 1.7979 | 1.1298 | 0.8279 | 0.7451 | 0.935 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 63 | 29 | 34 | 51 | 28 | 23 |
Losing Trades | 50 | 27 | 23 | 62 | 28 | 34 |
Profitability (%) | 55.7522 | 51.7857 | 59.6491 | 45.1327 | 50 | 40.3509 |
Ratio Avg Win / Avg Loss | 1.1263 | 1.6739 | 0.7643 | 1.0065 | 0.7451 | 1.3821 |
Largest Winning Trade | 94310 | 94310 | 77077 | 541841 | 435427 | 541841 |
Largest Losing Trade | -170490 | -26806 | -170490 | -771340 | -771340 | -705047 |
Avg Bars in Trades | 37 | 24 | 50 | 37 | 24 | 50 |
Avg Bars in Winners | 46 | 23 | 66 | 25 | 24 | 26 |
Avg Bars in Losers | 26 | 25 | 27 | 47 | 23 | 66 |
Bars Traded | 4230 | 1360 | 2870 | 4230 | 1360 | 2870 |
Profit Streak | 7.8811 | 0 | 12.2144 | 0 | 34.2144 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363320 | -168866 | -406709 | -580703 | -759562 | -762919 |
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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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