Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378515.0916 | 276540.6618 | 101974.4298 | -124974.3133 | 45121.9741 | -170096.2874 |
Total P&L (%) | 378.5151 | 276.5407 | 101.9744 | -124.9743 | 45.122 | -170.0963 |
Avg Daily Profit (%) | 0.201 | 0.1469 | 0.0542 | 0 | 0.0198 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159356 | -48835 | -183931 | -224811 | -20134 | -225933 |
Profit Factor | 1.6125 | 2.1694 | 1.2673 | 0.6153 | 1.7173 | 0.3507 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 68 | 33 | 35 | 41 | 23 | 18 |
Losing Trades | 39 | 21 | 18 | 66 | 31 | 35 |
Profitability (%) | 63.5514 | 61.1111 | 66.0377 | 38.3178 | 42.5926 | 33.9623 |
Ratio Avg Win / Avg Loss | 0.9248 | 1.3805 | 0.6518 | 0.9905 | 2.3146 | 0.6819 |
Largest Winning Trade | 44920 | 40234 | 44920 | 38922 | 38922 | 34424 |
Largest Losing Trade | -102872 | -34850 | -102872 | -161485 | -19702 | -161485 |
Avg Bars in Trades | 68 | 74 | 62 | 68 | 74 | 62 |
Avg Bars in Winners | 61 | 62 | 61 | 71 | 88 | 48 |
Avg Bars in Losers | 79 | 93 | 64 | 66 | 63 | 69 |
Bars Traded | 7312 | 4010 | 3302 | 7312 | 4010 | 3302 |
Profit Streak | 0 | 0 | 137.1899 | 28.6899 | 36.1899 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358050 | -172563 | -298998 | -584496 | -347335 | -767348 |
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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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