Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275160.2163 | 76689.9948 | 198470.2215 | -393729.4656 | -173774.9126 | -219954.553 |
Total P&L (%) | 275.1602 | 76.69 | 198.4702 | -393.7295 | -173.7749 | -219.9546 |
Avg Daily Profit (%) | 0.1849 | 0.0515 | 0.1334 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197115 | -104540 | -164171 | -749115 | -252885 | -552952 |
Profit Factor | 1.4956 | 1.3083 | 1.6478 | 0.7277 | 0.7048 | 0.7433 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 72 | 35 | 37 | 41 | 18 | 23 |
Losing Trades | 34 | 18 | 16 | 65 | 35 | 30 |
Profitability (%) | 67.9245 | 66.0377 | 69.8113 | 38.6792 | 33.9623 | 43.3962 |
Ratio Avg Win / Avg Loss | 0.7063 | 0.6728 | 0.7126 | 1.1536 | 1.3705 | 0.9696 |
Largest Winning Trade | 41785 | 34139 | 41785 | 156185 | 86908 | 156185 |
Largest Losing Trade | -126685 | -35103 | -126685 | -240372 | -81852 | -240372 |
Avg Bars in Trades | 50 | 42 | 58 | 50 | 42 | 58 |
Avg Bars in Winners | 39 | 34 | 44 | 69 | 53 | 81 |
Avg Bars in Losers | 73 | 58 | 90 | 38 | 36 | 40 |
Bars Traded | 5355 | 2256 | 3099 | 5355 | 2256 | 3099 |
Profit Streak | 99.6887 | 169.9387 | 99.6887 | 0 | 0 | 0 |
Trades During Streak | 3 | 7 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408414 | -302128 | -191549 | -583231 | -765681 | -763401 |
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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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