Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236474.8292 | 185877.9464 | 50596.8828 | -100021.8156 | 50817.826 | -150839.6416 |
Total P&L (%) | 236.4748 | 185.8779 | 50.5969 | -100.0218 | 50.8178 | -150.8396 |
Avg Daily Profit (%) | 0.191 | 0.1501 | 0.0409 | 0 | 0.0332 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108415 | -66851 | -100003 | -270110 | -94441 | -270081 |
Profit Factor | 1.4004 | 1.7213 | 1.152 | 0.7625 | 1.3626 | 0.4632 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 74 | 36 | 38 | 48 | 25 | 23 |
Losing Trades | 40 | 21 | 19 | 66 | 32 | 34 |
Profitability (%) | 64.9123 | 63.1579 | 66.6667 | 42.1053 | 43.8596 | 40.3509 |
Ratio Avg Win / Avg Loss | 0.757 | 1.0041 | 0.576 | 1.0484 | 1.7441 | 0.6847 |
Largest Winning Trade | 55980 | 55980 | 21007 | 55980 | 55980 | 32634 |
Largest Losing Trade | -100003 | -37121 | -100003 | -270055 | -54592 | -270055 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 23 | 22 | 23 | 35 | 31 | 38 |
Avg Bars in Losers | 43 | 41 | 46 | 26 | 27 | 26 |
Bars Traded | 3460 | 1673 | 1787 | 3460 | 1673 | 1787 |
Profit Streak | 19.824 | 0 | 39.824 | 0 | 50.1573 | 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 | 337225 | -168725 | -371931 | -581878 | -329847 | -764585 |
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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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