Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327060.7792 | 310643.8459 | 16416.9334 | -385588.8391 | -558447.9677 | 172859.1286 |
Total P&L (%) | 327.0608 | 310.6438 | 16.4169 | -385.5888 | -558.448 | 172.8591 |
Avg Daily Profit (%) | 0.1751 | 0.1664 | 0.0088 | 0 | 0 | 0.0538 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217225 | -35400 | -233874 | -866186 | -566897 | -610327 |
Profit Factor | 1.4612 | 3.1667 | 1.029 | 0.8047 | 0.4072 | 1.1675 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 54 | 28 | 26 | 30 | 15 | 15 |
Losing Trades | 34 | 16 | 18 | 58 | 29 | 29 |
Profitability (%) | 61.3636 | 63.6364 | 59.0909 | 34.0909 | 34.0909 | 34.0909 |
Ratio Avg Win / Avg Loss | 0.92 | 1.8095 | 0.7124 | 1.5558 | 0.7873 | 2.2571 |
Largest Winning Trade | 68881 | 62450 | 68881 | 331460 | 105403 | 331460 |
Largest Losing Trade | -149246 | -35400 | -149246 | -156351 | -156113 | -156351 |
Avg Bars in Trades | 61 | 21 | 101 | 61 | 21 | 101 |
Avg Bars in Winners | 53 | 19 | 88 | 74 | 26 | 123 |
Avg Bars in Losers | 74 | 24 | 119 | 54 | 18 | 90 |
Bars Traded | 5411 | 952 | 4459 | 5411 | 952 | 4459 |
Profit Streak | 0 | 0 | 0 | 11.9543 | 54.2876 | 11.9543 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316677 | 557608 | -379402 | -582865 | -586066 | -161838 |
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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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