Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314073.5258 | 275965.3394 | 38108.1864 | -426332.3392 | -120139.9751 | -306192.3642 |
Total P&L (%) | 314.0735 | 275.9653 | 38.1082 | -426.3323 | -120.14 | -306.1924 |
Avg Daily Profit (%) | 0.2544 | 0.2235 | 0.0309 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129602 | -53004 | -135623 | -565488 | -255477 | -396645 |
Profit Factor | 1.5689 | 2.552 | 1.1018 | 0.637 | 0.7537 | 0.5541 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 94 | 46 | 48 | 30 | 16 | 14 |
Losing Trades | 29 | 15 | 14 | 93 | 45 | 48 |
Profitability (%) | 76.4228 | 75.4098 | 77.4194 | 24.3902 | 26.2295 | 22.5806 |
Ratio Avg Win / Avg Loss | 0.484 | 0.8322 | 0.3214 | 1.9748 | 2.1199 | 1.8998 |
Largest Winning Trade | 48510 | 48510 | 26410 | 218982 | 218982 | 135110 |
Largest Losing Trade | -129602 | -53004 | -129602 | -197448 | -45214 | -197448 |
Avg Bars in Trades | 38 | 42 | 34 | 38 | 42 | 34 |
Avg Bars in Winners | 20 | 20 | 20 | 87 | 100 | 72 |
Avg Bars in Losers | 94 | 107 | 81 | 22 | 21 | 23 |
Bars Traded | 4691 | 2565 | 2126 | 4691 | 2565 | 2126 |
Profit Streak | 17.6233 | 17.6233 | 37.8733 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491481 | -147909 | -413431 | -610176 | -764354 | -772936 |
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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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