Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281127.4613 | 117626.0238 | 163501.4376 | -200003.1266 | 39480.4124 | -239483.539 |
Total P&L (%) | 281.1275 | 117.626 | 163.5014 | -200.0031 | 39.4804 | -239.4835 |
Avg Daily Profit (%) | 0.1683 | 0.0704 | 0.0979 | 0 | 0.0199 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160804 | -77797 | -126190 | -850728 | -195073 | -804416 |
Profit Factor | 1.4339 | 1.4239 | 1.4414 | 0.8759 | 1.0766 | 0.7816 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 76 | 34 | 42 | 33 | 21 | 12 |
Losing Trades | 30 | 19 | 11 | 73 | 32 | 41 |
Profitability (%) | 71.6981 | 64.1509 | 79.2453 | 31.1321 | 39.6226 | 22.6415 |
Ratio Avg Win / Avg Loss | 0.566 | 0.7957 | 0.3775 | 1.9377 | 1.6405 | 2.6704 |
Largest Winning Trade | 50825 | 50825 | 37954 | 341303 | 134461 | 341303 |
Largest Losing Trade | -123039 | -53502 | -123039 | -303755 | -77404 | -303755 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 31 | 25 | 36 | 72 | 66 | 81 |
Avg Bars in Losers | 78 | 71 | 89 | 32 | 25 | 37 |
Bars Traded | 4735 | 2210 | 2525 | 4735 | 2210 | 2525 |
Profit Streak | 76.3172 | 199.3172 | 76.3172 | 0 | 0 | 0 |
Trades During Streak | 9 | 9 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416959 | -276423 | -237829 | -585055 | -487805 | -798542 |
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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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