Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289033.5742 | 214598.2434 | 74435.3309 | 70729.1936 | 196455.2123 | -125726.0187 |
Total P&L (%) | 289.0336 | 214.5982 | 74.4353 | 70.7292 | 196.4552 | -125.726 |
Avg Daily Profit (%) | 0.1633 | 0.1212 | 0.042 | 0.0302 | 0.0614 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154418 | -106603 | -97191 | -369570 | -183064 | -283999 |
Profit Factor | 1.558 | 2.0651 | 1.2352 | 1.0769 | 1.6086 | 0.7896 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Losing Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Profitability (%) | 48.6957 | 54.386 | 43.1034 | 48.6957 | 54.386 | 43.1034 |
Ratio Avg Win / Avg Loss | 1.6415 | 1.732 | 1.6304 | 1.1345 | 1.3491 | 1.0422 |
Largest Winning Trade | 171605 | 171605 | 77207 | 258911 | 258911 | 104406 |
Largest Losing Trade | -48770 | -28805 | -48770 | -106907 | -52849 | -106907 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 80 | 56 | 108 | 80 | 56 | 108 |
Avg Bars in Losers | 33 | 40 | 28 | 33 | 40 | 28 |
Bars Traded | 6473 | 2812 | 3661 | 6473 | 2812 | 3661 |
Profit Streak | 0 | 23.2504 | 0 | 0 | 23.2504 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355561 | -205720 | -318688 | -288703 | -287459 | -761848 |
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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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