Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238010.6325 | 94492.9009 | 143517.7316 | -208715.3956 | -427140.9664 | 218425.5708 |
Total P&L (%) | 238.0106 | 94.4929 | 143.5177 | -208.7154 | -427.141 | 218.4256 |
Avg Daily Profit (%) | 0.231 | 0.0917 | 0.1393 | 0 | 0 | 0.1125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128094 | -84845 | -133666 | -1791758 | -1134805 | -1576593 |
Profit Factor | 1.44 | 1.3525 | 1.5261 | 0.9543 | 0.7913 | 1.0865 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 86 | 40 | 46 | 81 | 37 | 44 |
Losing Trades | 27 | 17 | 10 | 32 | 20 | 12 |
Profitability (%) | 76.1062 | 70.1754 | 82.1429 | 71.6814 | 64.9123 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.4521 | 0.5748 | 0.3318 | 0.377 | 0.4277 | 0.2963 |
Largest Winning Trade | 42793 | 41703 | 42793 | 321823 | 216062 | 321823 |
Largest Losing Trade | -112114 | -41687 | -112114 | -1526652 | -556437 | -1526652 |
Avg Bars in Trades | 25 | 24 | 27 | 25 | 24 | 27 |
Avg Bars in Winners | 15 | 11 | 19 | 18 | 16 | 20 |
Avg Bars in Losers | 56 | 53 | 62 | 42 | 37 | 50 |
Bars Traded | 2888 | 1376 | 1512 | 2888 | 1376 | 1512 |
Profit Streak | 0 | 0 | 0 | 65.0198 | 65.0198 | 66.0198 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410363 | -248949 | -182963 | -576139 | -758063 | -345364 |
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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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