Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 246427.0105 | 202658.2865 | 43768.7241 | -238910.5812 | 115242.7775 | -354153.3588 |
Total P&L (%) | 246.427 | 202.6583 | 43.7687 | -238.9106 | 115.2428 | -354.1534 |
Avg Daily Profit (%) | 0.1556 | 0.128 | 0.0276 | 0 | 0.0484 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201262 | -114282 | -177813 | -653400 | -293876 | -518481 |
Profit Factor | 1.235 | 1.4165 | 1.0779 | 0.8518 | 1.1683 | 0.6181 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 155 | 75 | 80 | 91 | 46 | 45 |
Losing Trades | 62 | 33 | 29 | 126 | 62 | 64 |
Profitability (%) | 71.4286 | 69.4444 | 73.3945 | 41.9355 | 42.5926 | 41.2844 |
Ratio Avg Win / Avg Loss | 0.494 | 0.6233 | 0.3907 | 1.1794 | 1.5746 | 0.8791 |
Largest Winning Trade | 53521 | 53521 | 36965 | 184012 | 184012 | 75673 |
Largest Losing Trade | -145677 | -49801 | -145677 | -140749 | -55498 | -140749 |
Avg Bars in Trades | 86 | 93 | 78 | 86 | 93 | 78 |
Avg Bars in Winners | 57 | 61 | 53 | 105 | 110 | 101 |
Avg Bars in Losers | 158 | 167 | 146 | 71 | 81 | 62 |
Bars Traded | 18693 | 10119 | 8574 | 18693 | 10119 | 8574 |
Profit Streak | 41.6508 | 48.8174 | 41.6508 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386782 | -19060 | -289884 | -581111 | -165701 | -584431 |
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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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