Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160336.5904 | 92942.6833 | 67393.9071 | -209123.3204 | -17958.0768 | -191165.2436 |
Total P&L (%) | 160.3366 | 92.9427 | 67.3939 | -209.1233 | -17.9581 | -191.1652 |
Avg Daily Profit (%) | 0.1576 | 0.0914 | 0.0662 | 0 | -0.0195 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71759 | -105688 | -41481 | -89706 | -54852 | -74717 |
Profit Factor | 1.2556 | 1.2776 | 1.2305 | 0.5297 | 0.896 | 0.2971 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 145 | 67 | 78 | 73 | 42 | 31 |
Losing Trades | 74 | 42 | 32 | 146 | 67 | 79 |
Profitability (%) | 66.21 | 61.4679 | 70.9091 | 33.3333 | 38.5321 | 28.1818 |
Ratio Avg Win / Avg Loss | 0.6408 | 0.8009 | 0.5048 | 1.0594 | 1.4294 | 0.757 |
Largest Winning Trade | 27569 | 27569 | 19366 | 26268 | 26268 | 20726 |
Largest Losing Trade | -119417 | -44144 | -119417 | -119417 | -12528 | -119417 |
Avg Bars in Trades | 53 | 61 | 46 | 53 | 61 | 46 |
Avg Bars in Winners | 36 | 30 | 40 | 84 | 109 | 51 |
Avg Bars in Losers | 88 | 109 | 61 | 38 | 30 | 45 |
Bars Traded | 11795 | 6650 | 5145 | 11795 | 6650 | 5145 |
Profit Streak | 10.3743 | 10.3743 | 14.8743 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366802 | -70837 | -102310 | -584446 | -583835 | -596830 |
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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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