Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399920.8665 | 135050.8249 | 264870.0416 | -277757.5937 | 176400.6642 | -454158.2579 |
Total P&L (%) | 399.9209 | 135.0508 | 264.87 | -277.7576 | 176.4007 | -454.1583 |
Avg Daily Profit (%) | 0.24 | 0.081 | 0.1589 | 0 | 0.061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176876 | -107752 | -128178 | -536540 | -89368 | -580294 |
Profit Factor | 1.6504 | 1.5128 | 1.7535 | 0.723 | 1.7461 | 0.4073 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 80 | 37 | 43 | 44 | 24 | 20 |
Losing Trades | 43 | 24 | 19 | 79 | 37 | 42 |
Profitability (%) | 65.0407 | 60.6557 | 69.3548 | 35.7724 | 39.3443 | 32.2581 |
Ratio Avg Win / Avg Loss | 0.8871 | 0.9813 | 0.7748 | 1.2981 | 2.6918 | 0.8553 |
Largest Winning Trade | 66144 | 63037 | 66144 | 138361 | 138361 | 73669 |
Largest Losing Trade | -111374 | -57125 | -111374 | -398557 | -22000 | -398557 |
Avg Bars in Trades | 156 | 172 | 140 | 156 | 172 | 140 |
Avg Bars in Winners | 142 | 141 | 143 | 172 | 218 | 118 |
Avg Bars in Losers | 182 | 221 | 133 | 147 | 143 | 151 |
Bars Traded | 19275 | 10549 | 8726 | 19275 | 10549 | 8726 |
Profit Streak | 13.0994 | 0 | 18.016 | 0 | 21.766 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402983 | -245335 | -142788 | -584318 | -273182 | -742135 |
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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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