Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370302.5104 | 304389.0763 | 65913.4341 | -103504.3858 | 56954.3474 | -160458.7332 |
Total P&L (%) | 370.3025 | 304.3891 | 65.9134 | -103.5044 | 56.9543 | -160.4587 |
Avg Daily Profit (%) | 0.2001 | 0.1645 | 0.0356 | 0 | 0.0244 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231053 | -56573 | -260652 | -167173 | -2610 | -167359 |
Profit Factor | 1.4688 | 2.1601 | 1.125 | 0.4636 | 5.8429 | 0.1145 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 78 | 39 | 39 | 50 | 26 | 24 |
Losing Trades | 48 | 24 | 24 | 76 | 37 | 39 |
Profitability (%) | 61.9048 | 61.9048 | 61.9048 | 39.6825 | 41.2698 | 38.0952 |
Ratio Avg Win / Avg Loss | 0.9039 | 1.3293 | 0.6923 | 0.7047 | 8.3149 | 0.186 |
Largest Winning Trade | 72336 | 72336 | 55636 | 39384 | 39384 | 6239 |
Largest Losing Trade | -103617 | -35752 | -103617 | -163795 | -956 | -163795 |
Avg Bars in Trades | 85 | 67 | 103 | 85 | 67 | 103 |
Avg Bars in Winners | 70 | 44 | 96 | 100 | 101 | 99 |
Avg Bars in Losers | 109 | 103 | 115 | 75 | 43 | 106 |
Bars Traded | 10758 | 4235 | 6523 | 10758 | 4235 | 6523 |
Profit Streak | 5.111 | 0 | 9.9444 | 0 | 16.2777 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347888 | -134821 | -374777 | -584456 | -302273 | -732365 |
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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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