Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431333.6421 | 323779.584 | 107554.0581 | -105743.4126 | 28990.3979 | -134733.8105 |
Total P&L (%) | 431.3336 | 323.7796 | 107.5541 | -105.7434 | 28.9904 | -134.7338 |
Avg Daily Profit (%) | 0.1994 | 0.1497 | 0.0497 | 0 | 0.0118 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215780 | -73246 | -235808 | -193216 | -61814 | -201240 |
Profit Factor | 1.6971 | 2.4714 | 1.2697 | 0.6243 | 1.3885 | 0.3486 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 65 | 31 | 34 | 31 | 19 | 12 |
Losing Trades | 29 | 16 | 13 | 63 | 28 | 35 |
Profitability (%) | 69.1489 | 65.9574 | 72.3404 | 32.9787 | 40.4255 | 25.5319 |
Ratio Avg Win / Avg Loss | 0.7572 | 1.2756 | 0.4855 | 1.2688 | 2.0462 | 1.0167 |
Largest Winning Trade | 68649 | 64733 | 68649 | 63588 | 63588 | 33081 |
Largest Losing Trade | -119807 | -37251 | -119807 | -143318 | -61814 | -143318 |
Avg Bars in Trades | 66 | 71 | 60 | 66 | 71 | 60 |
Avg Bars in Winners | 53 | 59 | 47 | 80 | 79 | 82 |
Avg Bars in Losers | 95 | 93 | 96 | 58 | 65 | 53 |
Bars Traded | 6204 | 3345 | 2859 | 6204 | 3345 | 2859 |
Profit Streak | 122.7313 | 122.7313 | 275.3979 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449460 | 484445 | -123869 | -585480 | -182223 | -606778 |
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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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