Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635039.8092 | 451204.1577 | 183835.6515 | -236357.0409 | 208420.0574 | -444777.0984 |
Total P&L (%) | 635.0398 | 451.2042 | 183.8357 | -236.357 | 208.4201 | -444.7771 |
Avg Daily Profit (%) | 0.2931 | 0.2083 | 0.0849 | 0 | 0.052 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148686 | -98601 | -193448 | -510527 | -65488 | -515354 |
Profit Factor | 1.8074 | 2.6248 | 1.3613 | 0.7474 | 1.9676 | 0.3826 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 70 | 31 | 39 | 50 | 29 | 21 |
Losing Trades | 47 | 27 | 20 | 67 | 29 | 38 |
Profitability (%) | 59.8291 | 53.4483 | 66.1017 | 42.735 | 50 | 35.5932 |
Ratio Avg Win / Avg Loss | 1.2135 | 2.2862 | 0.6981 | 1.0015 | 1.9676 | 0.6922 |
Largest Winning Trade | 85394 | 85394 | 56994 | 127865 | 127865 | 38232 |
Largest Losing Trade | -106436 | -52086 | -106436 | -398254 | -27165 | -398254 |
Avg Bars in Trades | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Winners | 48 | 41 | 53 | 59 | 55 | 63 |
Avg Bars in Losers | 61 | 56 | 69 | 49 | 41 | 56 |
Bars Traded | 6289 | 2812 | 3477 | 6289 | 2812 | 3477 |
Profit Streak | 41.3663 | 0 | 137.6996 | 0 | 79.6996 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478285 | -166910 | -254109 | -581625 | -299227 | -763338 |
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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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