Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373813.9216 | 292679.4895 | 81134.4321 | -113590.6778 | 20887.6974 | -134478.3752 |
Total P&L (%) | 373.8139 | 292.6795 | 81.1344 | -113.5907 | 20.8877 | -134.4784 |
Avg Daily Profit (%) | 0.1723 | 0.1349 | 0.0374 | 0 | 0.0087 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233820 | -98040 | -259974 | -136743 | -26182 | -164351 |
Profit Factor | 1.4701 | 1.9251 | 1.1694 | 0.5391 | 1.3446 | 0.2762 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 67 | 31 | 36 | 41 | 24 | 17 |
Losing Trades | 43 | 24 | 19 | 69 | 31 | 38 |
Profitability (%) | 60.9091 | 56.3636 | 65.4545 | 37.2727 | 43.6364 | 30.9091 |
Ratio Avg Win / Avg Loss | 0.9435 | 1.4904 | 0.6172 | 0.9072 | 1.7367 | 0.6175 |
Largest Winning Trade | 85165 | 85165 | 56221 | 25765 | 25256 | 25765 |
Largest Losing Trade | -104776 | -54728 | -104776 | -86625 | -26136 | -86625 |
Avg Bars in Trades | 57 | 55 | 60 | 57 | 55 | 60 |
Avg Bars in Winners | 50 | 46 | 53 | 68 | 67 | 70 |
Avg Bars in Losers | 69 | 67 | 73 | 51 | 46 | 55 |
Bars Traded | 6371 | 3054 | 3317 | 6371 | 3054 | 3317 |
Profit Streak | 43.6725 | 0 | 140.0058 | 0 | 81.6725 | 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 | 327637 | -189574 | -355447 | -585435 | -367946 | -768535 |
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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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