Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197411.1411 | 209826.8731 | -12415.732 | -408533.2915 | -137019.5899 | -271513.7016 |
Total P&L (%) | 197.4111 | 209.8269 | -12.4157 | -408.5333 | -137.0196 | -271.5137 |
Avg Daily Profit (%) | 0.1842 | 0.1958 | -0.0116 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162246 | -62204 | -126791 | -437960 | -182617 | -276350 |
Profit Factor | 1.7467 | 2.7921 | 0.9157 | 0.3169 | 0.5473 | 0.0808 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 87 | 46 | 41 | 11 | 3 | 8 |
Losing Trades | 10 | 2 | 8 | 86 | 45 | 41 |
Profitability (%) | 89.6907 | 95.8333 | 83.6735 | 11.3402 | 6.25 | 16.3265 |
Ratio Avg Win / Avg Loss | 0.2008 | 0.1214 | 0.1787 | 2.4776 | 8.2094 | 0.4143 |
Largest Winning Trade | 23455 | 23455 | 10898 | 112973 | 112973 | 8946 |
Largest Losing Trade | -126791 | -62204 | -126791 | -164102 | -43615 | -164102 |
Avg Bars in Trades | 28 | 50 | 7 | 28 | 50 | 7 |
Avg Bars in Winners | 10 | 16 | 3 | 165 | 566 | 14 |
Avg Bars in Losers | 190 | 846 | 26 | 11 | 16 | 5 |
Bars Traded | 2789 | 2441 | 348 | 2789 | 2441 | 348 |
Profit Streak | 318.8657 | 371.6157 | 318.8657 | 0 | 0 | 0 |
Trades During Streak | 8 | 13 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544082 | 618203 | -574791 | -667483 | -690642 | -648724 |
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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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