Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225120.9755 | 152312.035 | 72808.9405 | -440213.588 | -63367.0202 | -376846.5678 |
Total P&L (%) | 225.121 | 152.312 | 72.8089 | -440.2136 | -63.367 | -376.8466 |
Avg Daily Profit (%) | 0.221 | 0.1495 | 0.0715 | 0 | -0.0985 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144777 | -139870 | -53236 | -309745 | -185888 | -258706 |
Profit Factor | 1.3636 | 1.4915 | 1.2354 | 0.6693 | 0.8919 | 0.494 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 67 | 27 | 40 | 43 | 28 | 15 |
Losing Trades | 44 | 28 | 16 | 68 | 27 | 41 |
Profitability (%) | 60.3604 | 49.0909 | 71.4286 | 38.7387 | 50.9091 | 26.7857 |
Ratio Avg Win / Avg Loss | 0.8955 | 1.5468 | 0.4941 | 1.0585 | 0.8601 | 1.3503 |
Largest Winning Trade | 63643 | 63643 | 29606 | 146725 | 89976 | 146725 |
Largest Losing Trade | -140889 | -50174 | -140889 | -140889 | -100721 | -140889 |
Avg Bars in Trades | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Winners | 21 | 28 | 17 | 32 | 36 | 25 |
Avg Bars in Losers | 34 | 36 | 29 | 22 | 28 | 18 |
Bars Traded | 2950 | 1790 | 1160 | 2950 | 1790 | 1160 |
Profit Streak | 14.0814 | 0 | 144.4147 | 0 | 52.0814 | 0 |
Trades During Streak | 1 | 0 | 9 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328230 | -171489 | -274945 | -582917 | -760151 | -781111 |
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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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