Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353966.2972 | 324729.9702 | 29236.327 | -140215.4999 | 88067.9099 | -228283.4098 |
Total P&L (%) | 353.9663 | 324.73 | 29.2363 | -140.2155 | 88.0679 | -228.2834 |
Avg Daily Profit (%) | 0.1903 | 0.1745 | 0.0157 | 0 | 0.034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157206 | -112349 | -146225 | -436132 | -247150 | -320822 |
Profit Factor | 1.4972 | 1.9464 | 1.0793 | 0.8703 | 1.1752 | 0.6054 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 49 | 25 | 24 | 45 | 22 | 23 |
Losing Trades | 32 | 15 | 17 | 36 | 18 | 18 |
Profitability (%) | 60.4938 | 62.5 | 58.5366 | 55.5556 | 55 | 56.0976 |
Ratio Avg Win / Avg Loss | 0.9778 | 1.1679 | 0.7645 | 0.6963 | 0.9615 | 0.4738 |
Largest Winning Trade | 121401 | 121401 | 37595 | 125495 | 125495 | 42942 |
Largest Losing Trade | -113065 | -77425 | -113065 | -310069 | -207526 | -310069 |
Avg Bars in Trades | 88 | 96 | 81 | 88 | 96 | 81 |
Avg Bars in Winners | 57 | 61 | 52 | 78 | 82 | 73 |
Avg Bars in Losers | 136 | 153 | 122 | 102 | 112 | 91 |
Bars Traded | 7195 | 3849 | 3346 | 7195 | 3849 | 3346 |
Profit Streak | 12.1589 | 0 | 56.6589 | 0 | 44.4089 | 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 | -6858 | 418956 | -307904 | -596335 | -175783 | -579951 |
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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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