Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529478.6478 | 415161.1762 | 114317.4716 | -273859.8918 | 189737.7761 | -463597.6679 |
Total P&L (%) | 529.4786 | 415.1612 | 114.3175 | -273.8599 | 189.7378 | -463.5977 |
Avg Daily Profit (%) | 0.28 | 0.2195 | 0.0604 | 0 | 0.0563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -234964 | -57224 | -203775 | -700430 | -196046 | -576246 |
Profit Factor | 1.6707 | 2.5469 | 1.2194 | 0.7832 | 1.5126 | 0.481 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 59 | 29 | 30 | 51 | 28 | 23 |
Losing Trades | 51 | 26 | 25 | 59 | 27 | 32 |
Profitability (%) | 53.6364 | 52.7273 | 54.5455 | 46.3636 | 50.9091 | 41.8182 |
Ratio Avg Win / Avg Loss | 1.4441 | 2.2834 | 1.0162 | 0.9061 | 1.4585 | 0.6692 |
Largest Winning Trade | 81359 | 81359 | 50103 | 170015 | 170015 | 73139 |
Largest Losing Trade | -115299 | -24174 | -115299 | -408957 | -55435 | -408957 |
Avg Bars in Trades | 66 | 57 | 75 | 66 | 57 | 75 |
Avg Bars in Winners | 87 | 66 | 108 | 52 | 52 | 52 |
Avg Bars in Losers | 41 | 46 | 36 | 78 | 61 | 92 |
Bars Traded | 7305 | 3146 | 4159 | 7305 | 3146 | 4159 |
Profit Streak | 37.0961 | 0 | 146.5961 | 0 | 82.3461 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434981 | -167058 | -290705 | -581899 | -295783 | -764015 |
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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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