Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408321.1679 | 384549.1079 | 23772.06 | -942.8972 | 2023.4227 | -2966.3199 |
Total P&L (%) | 408.3212 | 384.5491 | 23.7721 | -0.9429 | 2.0234 | -2.9663 |
Avg Daily Profit (%) | 0.2193 | 0.2065 | 0.0128 | -0.0005 | 0.0011 | -0.0016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132975 | -137309 | -40672 | -545283 | -544303 | -123232 |
Profit Factor | 1.6761 | 1.8924 | 1.1374 | 0.9991 | 1.0024 | 0.9875 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 61.1765 | 64.2857 | 58.1395 | 61.1765 | 64.2857 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.0637 | 1.0513 | 0.8189 | 0.6341 | 0.5569 | 0.711 |
Largest Winning Trade | 121992 | 121992 | 27175 | 178191 | 178191 | 57918 |
Largest Losing Trade | -84516 | -84516 | -28465 | -339337 | -339337 | -66537 |
Avg Bars in Trades | 123 | 239 | 10 | 123 | 239 | 10 |
Avg Bars in Winners | 82 | 148 | 10 | 82 | 148 | 10 |
Avg Bars in Losers | 189 | 403 | 10 | 189 | 403 | 10 |
Bars Traded | 10529 | 10063 | 466 | 10529 | 10063 | 466 |
Profit Streak | 152.8526 | 157.0192 | 152.8526 | 152.8526 | 157.0192 | 152.8526 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476856 | 482619 | -248518 | -577381 | -573425 | -578042 |
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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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