Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 229552.8959 | 30703.8408 | 198849.0551 | -601694.4868 | -142643.4126 | -459051.0742 |
Total P&L (%) | 229.5529 | 30.7038 | 198.8491 | -601.6945 | -142.6434 | -459.0511 |
Avg Daily Profit (%) | 0.1535 | 0.0205 | 0.133 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160784 | -97138 | -163691 | -1162091 | -326379 | -1027560 |
Profit Factor | 1.2691 | 1.0886 | 1.3928 | 0.8277 | 0.8813 | 0.7997 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 100 | 49 | 51 | 78 | 36 | 42 |
Losing Trades | 62 | 32 | 30 | 84 | 45 | 39 |
Profitability (%) | 61.7284 | 60.4938 | 62.963 | 48.1481 | 44.4444 | 51.8519 |
Ratio Avg Win / Avg Loss | 0.7868 | 0.7109 | 0.8193 | 0.8914 | 1.1016 | 0.7426 |
Largest Winning Trade | 44188 | 36332 | 44188 | 176409 | 95644 | 176409 |
Largest Losing Trade | -155019 | -32479 | -155019 | -613406 | -120079 | -613406 |
Avg Bars in Trades | 18 | 12 | 24 | 18 | 12 | 24 |
Avg Bars in Winners | 15 | 7 | 23 | 20 | 14 | 25 |
Avg Bars in Losers | 21 | 18 | 24 | 16 | 10 | 22 |
Bars Traded | 2931 | 977 | 1954 | 2931 | 977 | 1954 |
Profit Streak | 45.5082 | 0 | 51.5082 | 0 | 90.0082 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311591 | -303304 | -25693 | -580371 | -591992 | -592218 |
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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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