Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271950.0505 | 38648.4237 | 233301.6267 | -180496.1686 | -11095.9649 | -169400.2037 |
Total P&L (%) | 271.9501 | 38.6484 | 233.3016 | -180.4962 | -11.096 | -169.4002 |
Avg Daily Profit (%) | 0.1631 | 0.0232 | 0.14 | 0 | -0.0071 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139207 | -76237 | -107943 | -231552 | -28764 | -220456 |
Profit Factor | 1.5312 | 1.1359 | 2.0254 | 0.4983 | 0.8816 | 0.3633 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 61 | 27 | 34 | 29 | 17 | 12 |
Losing Trades | 30 | 18 | 12 | 62 | 28 | 34 |
Profitability (%) | 67.033 | 60 | 73.913 | 31.8681 | 37.7778 | 26.087 |
Ratio Avg Win / Avg Loss | 0.753 | 0.7572 | 0.7149 | 1.0654 | 1.4521 | 1.0292 |
Largest Winning Trade | 51056 | 46568 | 51056 | 51056 | 21073 | 51056 |
Largest Losing Trade | -107943 | -46843 | -107943 | -146248 | -15569 | -146248 |
Avg Bars in Trades | 35 | 27 | 42 | 35 | 27 | 42 |
Avg Bars in Winners | 27 | 23 | 30 | 47 | 31 | 69 |
Avg Bars in Losers | 51 | 34 | 76 | 29 | 25 | 33 |
Bars Traded | 3226 | 1259 | 1967 | 3226 | 1259 | 1967 |
Profit Streak | 165.6093 | 165.6093 | 285.1093 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410049 | -233963 | -500 | -585919 | -583520 | -604061 |
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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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