Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385565.528 | 265416.2506 | 120149.2773 | 240404.9268 | 299897.9998 | -59493.0729 |
Total P&L (%) | 385.5655 | 265.4163 | 120.1493 | 240.4049 | 299.898 | -59.4931 |
Avg Daily Profit (%) | 0.284 | 0.1955 | 0.0885 | 0.0903 | 0.1022 | -0.0665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123827 | -92422 | -73536 | -296070 | -219442 | -228564 |
Profit Factor | 1.5612 | 1.7774 | 1.3476 | 1.2037 | 1.5432 | 0.9053 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 52 | 21 | 31 | 52 | 21 | 31 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 41.6 | 33.3333 | 50 | 41.6 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.1917 | 3.5548 | 1.3476 | 1.6898 | 3.0863 | 0.9053 |
Largest Winning Trade | 140980 | 140980 | 44428 | 154849 | 154849 | 81112 |
Largest Losing Trade | -40572 | -18905 | -40572 | -95096 | -72266 | -95096 |
Avg Bars in Trades | 127 | 118 | 137 | 127 | 118 | 137 |
Avg Bars in Winners | 215 | 216 | 214 | 215 | 216 | 214 |
Avg Bars in Losers | 65 | 69 | 60 | 65 | 69 | 60 |
Bars Traded | 15997 | 7483 | 8514 | 15997 | 7483 | 8514 |
Profit Streak | 20.238 | 34.0714 | 0 | 20.238 | 34.0714 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314992 | -141944 | -228601 | -74209 | -206817 | -734958 |
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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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