Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365983.156 | 170124.3711 | 195858.7849 | -489031.4792 | -11097.4981 | -477933.981 |
Total P&L (%) | 365.9832 | 170.1244 | 195.8588 | -489.0315 | -11.0975 | -477.934 |
Avg Daily Profit (%) | 0.2201 | 0.1023 | 0.1178 | 0 | -0.0071 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179004 | -84008 | -195196 | -603268 | -117253 | -517660 |
Profit Factor | 1.5057 | 1.6798 | 1.4137 | 0.5779 | 0.9608 | 0.4542 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 78 | 34 | 44 | 48 | 30 | 18 |
Losing Trades | 46 | 28 | 18 | 76 | 32 | 44 |
Profitability (%) | 62.9032 | 54.8387 | 70.9677 | 38.7097 | 48.3871 | 29.0323 |
Ratio Avg Win / Avg Loss | 0.888 | 1.3833 | 0.5783 | 0.9151 | 1.0248 | 1.1101 |
Largest Winning Trade | 49119 | 49119 | 38512 | 77862 | 70569 | 77862 |
Largest Losing Trade | -134061 | -45162 | -134061 | -287208 | -36154 | -287208 |
Avg Bars in Trades | 25 | 19 | 31 | 25 | 19 | 31 |
Avg Bars in Winners | 23 | 16 | 28 | 28 | 22 | 39 |
Avg Bars in Losers | 29 | 22 | 39 | 23 | 16 | 28 |
Bars Traded | 3180 | 1199 | 1981 | 3180 | 1199 | 1981 |
Profit Streak | 23.6452 | 26.6452 | 23.6452 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388054 | -207069 | -187579 | -584562 | -733641 | -745612 |
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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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