Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232613.8457 | 212765.3665 | 19848.4792 | -102461.3911 | -4740.2618 | -97721.1292 |
Total P&L (%) | 232.6138 | 212.7654 | 19.8485 | -102.4614 | -4.7403 | -97.7211 |
Avg Daily Profit (%) | 0.2277 | 0.2082 | 0.0194 | 0 | -0.0048 | -0.3694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159660 | -156405 | -108879 | -72032 | -3318 | -66811 |
Profit Factor | 1.3119 | 1.507 | 1.0608 | 0.0764 | 0.5481 | 0.0271 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 75 | 29 | 46 | 57 | 37 | 20 |
Losing Trades | 62 | 39 | 23 | 80 | 31 | 49 |
Profitability (%) | 54.7445 | 42.6471 | 66.6667 | 41.6058 | 54.4118 | 28.9855 |
Ratio Avg Win / Avg Loss | 1.0845 | 2.0267 | 0.5304 | 0.1072 | 0.4592 | 0.0664 |
Largest Winning Trade | 215351 | 215351 | 27396 | 935 | 563 | 935 |
Largest Losing Trade | -101191 | -41904 | -101191 | -59681 | -2815 | -59681 |
Avg Bars in Trades | 85 | 105 | 66 | 85 | 105 | 66 |
Avg Bars in Winners | 69 | 87 | 58 | 108 | 125 | 76 |
Avg Bars in Losers | 105 | 119 | 81 | 69 | 82 | 61 |
Bars Traded | 11753 | 7191 | 4562 | 11753 | 7191 | 4562 |
Profit Streak | 19.7654 | 0 | 67.4321 | 0 | 54.0988 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343736 | -102166 | -427711 | -583401 | -688268 | -694707 |
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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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