Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276615.5603 | 99934.0583 | 176681.502 | -857339.062 | -438983.5658 | -418355.4962 |
Total P&L (%) | 276.6156 | 99.9341 | 176.6815 | -857.3391 | -438.9836 | -418.3555 |
Avg Daily Profit (%) | 0.172 | 0.0621 | 0.1098 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231698 | -37331 | -216449 | -1975067 | -513537 | -1508992 |
Profit Factor | 1.5105 | 1.5385 | 1.496 | 0.7501 | 0.629 | 0.8139 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 70 | 33 | 37 | 56 | 28 | 28 |
Losing Trades | 42 | 23 | 19 | 56 | 28 | 28 |
Profitability (%) | 62.5 | 58.9286 | 66.0714 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 0.9063 | 1.0723 | 0.7682 | 0.7501 | 0.629 | 0.8139 |
Largest Winning Trade | 37565 | 37565 | 34962 | 252377 | 186132 | 252377 |
Largest Losing Trade | -143299 | -30146 | -143299 | -565525 | -196259 | -565525 |
Avg Bars in Trades | 52 | 30 | 75 | 52 | 30 | 75 |
Avg Bars in Winners | 48 | 24 | 70 | 53 | 25 | 82 |
Avg Bars in Losers | 60 | 39 | 85 | 52 | 35 | 69 |
Bars Traded | 5930 | 1701 | 4229 | 5930 | 1701 | 4229 |
Profit Streak | 58.6818 | 220.6818 | 58.6818 | 0 | 0 | 0 |
Trades During Streak | 4 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376507 | -285893 | -223729 | -580480 | -760833 | -760833 |
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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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