Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320644.1714 | 86848.4416 | 233795.7298 | -123497.8972 | 30534.3568 | -154032.254 |
Total P&L (%) | 320.6442 | 86.8484 | 233.7957 | -123.4979 | 30.5344 | -154.0323 |
Avg Daily Profit (%) | 0.1921 | 0.052 | 0.1401 | 0 | 0.016 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196308 | -110089 | -145857 | -246606 | -13432 | -250783 |
Profit Factor | 1.5334 | 1.3088 | 1.7309 | 0.6441 | 1.4545 | 0.4496 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 65 | 27 | 38 | 31 | 20 | 11 |
Losing Trades | 30 | 20 | 10 | 64 | 27 | 37 |
Profitability (%) | 68.4211 | 57.4468 | 79.1667 | 32.6316 | 42.5532 | 22.9167 |
Ratio Avg Win / Avg Loss | 0.7077 | 0.9695 | 0.4555 | 1.3298 | 1.9636 | 1.5122 |
Largest Winning Trade | 66199 | 66199 | 52605 | 52605 | 45924 | 52605 |
Largest Losing Trade | -103975 | -52509 | -103975 | -207069 | -24582 | -207069 |
Avg Bars in Trades | 67 | 67 | 67 | 67 | 67 | 67 |
Avg Bars in Winners | 56 | 52 | 59 | 86 | 88 | 83 |
Avg Bars in Losers | 91 | 88 | 97 | 58 | 52 | 63 |
Bars Traded | 6429 | 3182 | 3247 | 6429 | 3182 | 3247 |
Profit Streak | 21.8935 | 0 | 106.3935 | 0 | 48.8935 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391169 | -123896 | -276 | -585612 | -174690 | -617186 |
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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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