Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228748.5891 | 211678.4188 | 17070.1703 | -372934.1188 | 45620.0036 | -418554.1223 |
Total P&L (%) | 228.7486 | 211.6784 | 17.0702 | -372.9341 | 45.62 | -418.5541 |
Avg Daily Profit (%) | 0.2234 | 0.2068 | 0.0167 | 0 | 0.0367 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -259444 | -176732 | -101308 | -935113 | -351431 | -683872 |
Profit Factor | 1.3263 | 1.5787 | 1.0509 | 0.827 | 1.0445 | 0.6296 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 58 | 27 | 31 | 38 | 21 | 17 |
Losing Trades | 39 | 21 | 18 | 59 | 27 | 32 |
Profitability (%) | 59.7938 | 56.25 | 63.2653 | 39.1753 | 43.75 | 34.6939 |
Ratio Avg Win / Avg Loss | 0.8918 | 1.2278 | 0.6102 | 1.284 | 1.3429 | 1.1851 |
Largest Winning Trade | 154046 | 154046 | 27882 | 328412 | 328412 | 317720 |
Largest Losing Trade | -159756 | -44644 | -159756 | -163155 | -163155 | -159756 |
Avg Bars in Trades | 121 | 133 | 109 | 121 | 133 | 109 |
Avg Bars in Winners | 95 | 97 | 94 | 154 | 180 | 121 |
Avg Bars in Losers | 159 | 180 | 135 | 100 | 97 | 103 |
Bars Traded | 11783 | 6421 | 5362 | 11783 | 6421 | 5362 |
Profit Streak | 19.4503 | 0 | 66.617 | 0 | 56.0337 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305454 | 373125 | -342827 | -583062 | -318929 | -584967 |
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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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