Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344357.2453 | 41196.0309 | 303161.2144 | -269980.7737 | -54407.3523 | -215573.4213 |
Total P&L (%) | 344.3572 | 41.196 | 303.1612 | -269.9808 | -54.4074 | -215.5734 |
Avg Daily Profit (%) | 0.2259 | 0.027 | 0.1989 | 0 | -0.0515 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108288 | -40918 | -105155 | -795948 | -146782 | -720794 |
Profit Factor | 1.9564 | 1.289 | 2.394 | 0.7971 | 0.8627 | 0.7692 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 45 | 20 | 25 | 34 | 15 | 19 |
Losing Trades | 36 | 21 | 15 | 47 | 26 | 21 |
Profitability (%) | 55.5556 | 48.7805 | 62.5 | 41.9753 | 36.5854 | 47.5 |
Ratio Avg Win / Avg Loss | 1.5651 | 1.3534 | 1.4364 | 1.1018 | 1.4954 | 0.8501 |
Largest Winning Trade | 53126 | 35270 | 53126 | 165082 | 115508 | 165082 |
Largest Losing Trade | -105155 | -21166 | -105155 | -616208 | -132496 | -616208 |
Avg Bars in Trades | 65 | 13 | 117 | 65 | 13 | 117 |
Avg Bars in Winners | 67 | 18 | 106 | 72 | 14 | 118 |
Avg Bars in Losers | 61 | 9 | 135 | 59 | 13 | 116 |
Bars Traded | 5266 | 563 | 4703 | 5266 | 563 | 4703 |
Profit Streak | 114.8691 | 114.8691 | 116.1191 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3040 | -158467 | 477841 | -598509 | -584014 | -581722 |
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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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