Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274000.8121 | 166908.2834 | 107092.5287 | -429906.8477 | -93731.5871 | -336175.2606 |
Total P&L (%) | 274.0008 | 166.9083 | 107.0925 | -429.9068 | -93.7316 | -336.1753 |
Avg Daily Profit (%) | 0.2679 | 0.1632 | 0.1047 | 0 | -0.2704 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158147 | -79749 | -137998 | -432453 | -133660 | -315401 |
Profit Factor | 1.5114 | 1.6795 | 1.3691 | 0.3652 | 0.6564 | 0.1686 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 69 | 32 | 37 | 53 | 31 | 22 |
Losing Trades | 53 | 29 | 24 | 69 | 30 | 39 |
Profitability (%) | 56.5574 | 52.459 | 60.6557 | 43.4426 | 50.8197 | 36.0656 |
Ratio Avg Win / Avg Loss | 1.161 | 1.5221 | 0.8881 | 0.4754 | 0.6353 | 0.2989 |
Largest Winning Trade | 55404 | 55404 | 34900 | 47347 | 47347 | 17350 |
Largest Losing Trade | -120491 | -41336 | -120491 | -114466 | -78766 | -114466 |
Avg Bars in Trades | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Winners | 25 | 25 | 25 | 39 | 47 | 28 |
Avg Bars in Losers | 41 | 49 | 31 | 27 | 26 | 27 |
Bars Traded | 3970 | 2279 | 1691 | 3970 | 2279 | 1691 |
Profit Streak | 36.1573 | 36.1573 | 89.6573 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442319 | -149882 | -212927 | -583004 | -742352 | -747877 |
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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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