Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247765.9749 | 193667.2209 | 54098.754 | -146379.1042 | 167170.2083 | -313549.3125 |
Total P&L (%) | 247.766 | 193.6672 | 54.0988 | -146.3791 | 167.1702 | -313.5493 |
Avg Daily Profit (%) | 0.1553 | 0.1214 | 0.0339 | 0 | 0.0616 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140918 | -116793 | -119994 | -570459 | -194375 | -507976 |
Profit Factor | 1.335 | 1.5475 | 1.1402 | 0.8776 | 1.334 | 0.5491 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 79 | 37 | 42 | 30 | 17 | 13 |
Losing Trades | 29 | 17 | 12 | 78 | 37 | 41 |
Profitability (%) | 73.1481 | 68.5185 | 77.7778 | 27.7778 | 31.4815 | 24.0741 |
Ratio Avg Win / Avg Loss | 0.4901 | 0.711 | 0.3258 | 2.2818 | 2.9034 | 1.7318 |
Largest Winning Trade | 47938 | 47938 | 38155 | 165148 | 165148 | 144993 |
Largest Losing Trade | -119994 | -60439 | -119994 | -205889 | -68004 | -205889 |
Avg Bars in Trades | 58 | 71 | 44 | 58 | 71 | 44 |
Avg Bars in Winners | 34 | 40 | 29 | 113 | 140 | 79 |
Avg Bars in Losers | 121 | 137 | 98 | 36 | 39 | 34 |
Bars Traded | 6265 | 3837 | 2428 | 6265 | 3837 | 2428 |
Profit Streak | 55.8607 | 55.8607 | 73.1107 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396259 | -207260 | -391707 | -595285 | -296775 | -792229 |
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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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