Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346403.8763 | 320466.9784 | 25936.8979 | -207518.7603 | 68352.3681 | -275871.1284 |
Total P&L (%) | 346.4039 | 320.467 | 25.9369 | -207.5188 | 68.3524 | -275.8711 |
Avg Daily Profit (%) | 0.1856 | 0.1717 | 0.0139 | 0 | 0.0279 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184005 | -160686 | -164259 | -977998 | -493719 | -784572 |
Profit Factor | 1.4205 | 1.7726 | 1.0634 | 0.9075 | 1.0663 | 0.7725 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 65 | 29 | 36 | 57 | 27 | 30 |
Losing Trades | 39 | 23 | 16 | 47 | 25 | 22 |
Profitability (%) | 62.5 | 55.7692 | 69.2308 | 54.8077 | 51.9231 | 57.6923 |
Ratio Avg Win / Avg Loss | 0.8523 | 1.4058 | 0.4726 | 0.7483 | 0.9873 | 0.5665 |
Largest Winning Trade | 93221 | 93221 | 37005 | 298409 | 131628 | 298409 |
Largest Losing Trade | -130442 | -70465 | -130442 | -683053 | -298452 | -683053 |
Avg Bars in Trades | 35 | 39 | 30 | 35 | 39 | 30 |
Avg Bars in Winners | 24 | 28 | 21 | 30 | 35 | 26 |
Avg Bars in Losers | 52 | 53 | 51 | 40 | 43 | 36 |
Bars Traded | 3654 | 2060 | 1594 | 3654 | 2060 | 1594 |
Profit Streak | 20.9192 | 0 | 63.4192 | 0 | 48.9192 | 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 | 327644 | -169677 | -506770 | -579878 | -484231 | -759836 |
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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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