Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316510.0731 | 187180.7992 | 129329.2739 | -136709.9996 | -5749.744 | -130960.2556 |
Total P&L (%) | 316.5101 | 187.1808 | 129.3293 | -136.71 | -5.7497 | -130.9603 |
Avg Daily Profit (%) | 0.3097 | 0.1832 | 0.1265 | 0 | -0.0058 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102408 | -99666 | -102408 | -136350 | -24930 | -118306 |
Profit Factor | 1.5055 | 1.5892 | 1.4193 | 0.2638 | 0.8716 | 0.0706 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 83 | 37 | 46 | 59 | 34 | 25 |
Losing Trades | 60 | 34 | 26 | 84 | 37 | 47 |
Profitability (%) | 58.042 | 52.1127 | 63.8889 | 41.2587 | 47.8873 | 34.7222 |
Ratio Avg Win / Avg Loss | 1.0883 | 1.4604 | 0.8022 | 0.3756 | 0.9485 | 0.1326 |
Largest Winning Trade | 54231 | 54231 | 27408 | 18998 | 18998 | 1885 |
Largest Losing Trade | -102408 | -43667 | -102408 | -98566 | -10097 | -98566 |
Avg Bars in Trades | 28 | 37 | 18 | 28 | 37 | 18 |
Avg Bars in Winners | 25 | 37 | 15 | 32 | 40 | 21 |
Avg Bars in Losers | 32 | 38 | 24 | 25 | 34 | 17 |
Bars Traded | 4031 | 2685 | 1346 | 4031 | 2685 | 1346 |
Profit Streak | 9.6163 | 0 | 11.3663 | 0 | 51.8663 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441442 | -77078 | -101401 | -583521 | -667146 | -665621 |
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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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