Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354934.3507 | 316558.5159 | 38375.8349 | -151459.0037 | -138799.4085 | -12659.5953 |
Total P&L (%) | 354.9344 | 316.5585 | 38.3758 | -151.459 | -138.7994 | -12.6596 |
Avg Daily Profit (%) | 0.241 | 0.215 | 0.0261 | 0 | 0 | -0.0092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190088 | -143518 | -120958 | -932240 | -724118 | -630565 |
Profit Factor | 1.5169 | 1.8967 | 1.115 | 0.9123 | 0.8502 | 0.9842 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 39 | 14 | 25 | 51 | 23 | 28 |
Losing Trades | 54 | 32 | 22 | 42 | 23 | 19 |
Profitability (%) | 41.9355 | 30.4348 | 53.1915 | 54.8387 | 50 | 59.5745 |
Ratio Avg Win / Avg Loss | 2.1003 | 4.3353 | 0.9812 | 0.7513 | 0.8502 | 0.6678 |
Largest Winning Trade | 388814 | 388814 | 60840 | 311366 | 311366 | 155587 |
Largest Losing Trade | -120958 | -32856 | -120958 | -436118 | -165493 | -436118 |
Avg Bars in Trades | 92 | 80 | 104 | 92 | 80 | 104 |
Avg Bars in Winners | 132 | 141 | 126 | 83 | 61 | 101 |
Avg Bars in Losers | 64 | 53 | 79 | 104 | 99 | 109 |
Bars Traded | 8628 | 3707 | 4921 | 8628 | 3707 | 4921 |
Profit Streak | 11.9262 | 21.5928 | 11.9262 | 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 | 312881 | 157143 | -254963 | -579902 | -580704 | -579455 |
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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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