Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339726.0332 | 316953.5455 | 22772.4876 | -113163.041 | 118433.3975 | -231596.4385 |
Total P&L (%) | 339.726 | 316.9535 | 22.7725 | -113.163 | 118.4334 | -231.5964 |
Avg Daily Profit (%) | 0.182 | 0.1698 | 0.0122 | 0 | 0.0419 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136169 | -92384 | -135736 | -493232 | -86723 | -492400 |
Profit Factor | 1.4734 | 1.9471 | 1.0595 | 0.8775 | 1.3512 | 0.6049 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 76 | 35 | 41 | 60 | 34 | 26 |
Losing Trades | 59 | 32 | 27 | 75 | 33 | 42 |
Profitability (%) | 56.2963 | 52.2388 | 60.2941 | 44.4444 | 50.7463 | 38.2353 |
Ratio Avg Win / Avg Loss | 1.1438 | 1.7803 | 0.6977 | 1.0968 | 1.3114 | 0.9772 |
Largest Winning Trade | 101981 | 101981 | 54133 | 202020 | 113540 | 202020 |
Largest Losing Trade | -108241 | -42230 | -108241 | -285528 | -82075 | -285528 |
Avg Bars in Trades | 77 | 84 | 70 | 77 | 84 | 70 |
Avg Bars in Winners | 73 | 80 | 67 | 81 | 87 | 73 |
Avg Bars in Losers | 82 | 88 | 75 | 74 | 80 | 69 |
Bars Traded | 10448 | 5629 | 4819 | 10448 | 5629 | 4819 |
Profit Streak | 30.3074 | 0 | 105.4741 | 0 | 68.6408 | 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 | 371694 | -105328 | -445252 | -580914 | -252610 | -694811 |
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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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