Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230632.8124 | 441588.6689 | -210955.8565 | -108500.515 | -424725.9486 | 316225.4336 |
Total P&L (%) | 230.6328 | 441.5887 | -210.9559 | -108.5005 | -424.7259 | 316.2254 |
Avg Daily Profit (%) | 0.0971 | 0.1859 | -0.0888 | 0 | 0 | 0.06 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -354805 | -159592 | -403936 | -1092845 | -559052 | -560668 |
Profit Factor | 1.2559 | 2.5893 | 0.6617 | 0.9177 | 0.3029 | 1.4455 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 40 | 20 | 20 | 44 | 21 | 23 |
Losing Trades | 42 | 21 | 21 | 38 | 20 | 18 |
Profitability (%) | 48.7805 | 48.7805 | 48.7805 | 53.6585 | 51.2195 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.3187 | 2.7188 | 0.6948 | 0.7926 | 0.2885 | 1.1313 |
Largest Winning Trade | 528758 | 528758 | 62653 | 398405 | 63940 | 398405 |
Largest Losing Trade | -171316 | -51565 | -171316 | -514943 | -514943 | -491549 |
Avg Bars in Trades | 54 | 46 | 62 | 54 | 46 | 62 |
Avg Bars in Winners | 65 | 64 | 65 | 42 | 26 | 56 |
Avg Bars in Losers | 44 | 29 | 60 | 68 | 67 | 70 |
Bars Traded | 4485 | 1907 | 2578 | 4485 | 1907 | 2578 |
Profit Streak | 14.5914 | 66.0914 | 14.5914 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71746 | 466930 | -580626 | -589081 | -580584 | -110957 |
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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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