Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248210.6011 | 62463.5771 | 185747.024 | -115502.2064 | -114370.1943 | -1132.0121 |
Total P&L (%) | 248.2106 | 62.4636 | 185.747 | -115.5022 | -114.3702 | -1.132 |
Avg Daily Profit (%) | 0.1681 | 0.0423 | 0.1258 | 0 | 0 | -0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193581 | -54914 | -177414 | -629910 | -147164 | -529340 |
Profit Factor | 1.3789 | 1.2723 | 1.4364 | 0.8881 | 0.702 | 0.9983 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 65 | 32 | 33 | 44 | 20 | 24 |
Losing Trades | 32 | 17 | 15 | 53 | 29 | 24 |
Profitability (%) | 67.0103 | 65.3061 | 68.75 | 45.3608 | 40.8163 | 50 |
Ratio Avg Win / Avg Loss | 0.6788 | 0.6759 | 0.6529 | 1.0698 | 1.0179 | 0.9983 |
Largest Winning Trade | 41715 | 24244 | 41715 | 149866 | 75553 | 149866 |
Largest Losing Trade | -108338 | -33567 | -108338 | -326809 | -112267 | -326809 |
Avg Bars in Trades | 176 | 119 | 234 | 176 | 119 | 234 |
Avg Bars in Winners | 125 | 83 | 166 | 171 | 101 | 230 |
Avg Bars in Losers | 279 | 188 | 383 | 180 | 132 | 237 |
Bars Traded | 17114 | 5879 | 11235 | 17114 | 5879 | 11235 |
Profit Streak | 62.6534 | 163.4868 | 62.6534 | 0 | 0 | 0 |
Trades During Streak | 3 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373605 | -135165 | -22750 | -580657 | -582586 | -580689 |
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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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