Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291618.0804 | 219206.1208 | 72411.9596 | -337132.815 | 38452.7596 | -375585.5746 |
Total P&L (%) | 291.6181 | 219.2061 | 72.412 | -337.1328 | 38.4528 | -375.5856 |
Avg Daily Profit (%) | 0.1528 | 0.1149 | 0.038 | 0 | 0.0171 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225335 | -141984 | -152055 | -817695 | -410829 | -492448 |
Profit Factor | 1.5086 | 1.9034 | 1.219 | 0.7841 | 1.0604 | 0.5942 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 59 | 29 | 30 | 52 | 29 | 23 |
Losing Trades | 54 | 28 | 26 | 61 | 28 | 33 |
Profitability (%) | 52.2124 | 50.8772 | 53.5714 | 46.0177 | 50.8772 | 41.0714 |
Ratio Avg Win / Avg Loss | 1.3808 | 1.8377 | 1.0564 | 0.9198 | 1.0239 | 0.8525 |
Largest Winning Trade | 219838 | 219838 | 70684 | 275824 | 275824 | 194886 |
Largest Losing Trade | -130434 | -34120 | -130434 | -206046 | -185085 | -206046 |
Avg Bars in Trades | 46 | 36 | 57 | 46 | 36 | 57 |
Avg Bars in Winners | 64 | 42 | 85 | 48 | 42 | 54 |
Avg Bars in Losers | 27 | 29 | 25 | 45 | 29 | 59 |
Bars Traded | 5285 | 2052 | 3233 | 5285 | 2052 | 3233 |
Profit Streak | 63.4531 | 63.7865 | 63.4531 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379843 | -214977 | -321648 | -582026 | -506416 | -764305 |
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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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