Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338071.8158 | 289015.0875 | 49056.7284 | -329309.8396 | -175741.7842 | -153568.0553 |
Total P&L (%) | 338.0718 | 289.0151 | 49.0567 | -329.3098 | -175.7418 | -153.5681 |
Avg Daily Profit (%) | 0.2702 | 0.231 | 0.0392 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112500 | -53984 | -104988 | -222580 | -178987 | -126225 |
Profit Factor | 1.5888 | 2.7004 | 1.1214 | 0.507 | 0.3185 | 0.6255 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 83 | 42 | 41 | 33 | 16 | 17 |
Losing Trades | 34 | 16 | 18 | 84 | 42 | 42 |
Profitability (%) | 70.9402 | 72.4138 | 69.4915 | 28.2051 | 27.5862 | 28.8136 |
Ratio Avg Win / Avg Loss | 0.6508 | 1.0287 | 0.4923 | 1.2905 | 0.836 | 1.5454 |
Largest Winning Trade | 46252 | 37009 | 46252 | 197246 | 38880 | 197246 |
Largest Losing Trade | -157325 | -53984 | -157325 | -157325 | -46723 | -157325 |
Avg Bars in Trades | 122 | 137 | 106 | 122 | 137 | 106 |
Avg Bars in Winners | 86 | 103 | 70 | 198 | 227 | 171 |
Avg Bars in Losers | 207 | 227 | 190 | 92 | 103 | 80 |
Bars Traded | 14283 | 7981 | 6302 | 14283 | 7981 | 6302 |
Profit Streak | 44.0293 | 98.3626 | 44.0293 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 477948 | -163785 | -403366 | -594489 | -779527 | -767965 |
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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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