Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251491.9743 | 281607.8705 | -30115.8962 | -423194.4337 | 131002.82 | -554197.2537 |
Total P&L (%) | 251.492 | 281.6079 | -30.1159 | -423.1944 | 131.0028 | -554.1973 |
Avg Daily Profit (%) | 0.1356 | 0.1519 | -0.0162 | 0 | 0.0452 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218005 | -106816 | -221668 | -1356358 | -639610 | -1062888 |
Profit Factor | 1.3152 | 1.8022 | 0.9326 | 0.8645 | 1.0991 | 0.6922 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 56 | 26 | 30 | 54 | 26 | 28 |
Losing Trades | 33 | 18 | 15 | 35 | 18 | 17 |
Profitability (%) | 62.9213 | 59.0909 | 66.6667 | 60.6742 | 59.0909 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.775 | 1.2477 | 0.4663 | 0.5603 | 0.7609 | 0.4203 |
Largest Winning Trade | 66078 | 66078 | 43036 | 264595 | 264595 | 239700 |
Largest Losing Trade | -176763 | -71033 | -176763 | -973914 | -264922 | -973914 |
Avg Bars in Trades | 121 | 131 | 110 | 121 | 131 | 110 |
Avg Bars in Winners | 73 | 69 | 77 | 99 | 98 | 100 |
Avg Bars in Losers | 201 | 221 | 177 | 154 | 179 | 128 |
Bars Traded | 10792 | 5807 | 4985 | 10792 | 5807 | 4985 |
Profit Streak | 12.7529 | 0 | 56.2529 | 0 | 44.9195 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10678 | 387139 | -577570 | -579156 | -243975 | -579127 |
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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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