Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431021.4891 | 332516.8059 | 98504.6832 | -357497.232 | -80521.9743 | -276975.2577 |
Total P&L (%) | 431.0215 | 332.5168 | 98.5047 | -357.4972 | -80.522 | -276.9753 |
Avg Daily Profit (%) | 0.2274 | 0.1754 | 0.052 | 0 | -0.0863 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171271 | -42155 | -192451 | -491954 | -210399 | -374417 |
Profit Factor | 1.7669 | 2.8593 | 1.2571 | 0.6704 | 0.8103 | 0.5805 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 58 | 30 | 28 | 30 | 16 | 14 |
Losing Trades | 28 | 13 | 15 | 56 | 27 | 29 |
Profitability (%) | 67.4419 | 69.7674 | 65.1163 | 34.8837 | 37.2093 | 32.5581 |
Ratio Avg Win / Avg Loss | 0.853 | 1.239 | 0.6734 | 1.2514 | 1.3674 | 1.2024 |
Largest Winning Trade | 72939 | 72939 | 56192 | 101495 | 62632 | 101495 |
Largest Losing Trade | -114285 | -33031 | -114285 | -157482 | -53258 | -157482 |
Avg Bars in Trades | 84 | 65 | 104 | 84 | 65 | 104 |
Avg Bars in Winners | 66 | 57 | 76 | 112 | 75 | 156 |
Avg Bars in Losers | 122 | 83 | 157 | 69 | 59 | 80 |
Bars Traded | 7304 | 2796 | 4508 | 7304 | 2796 | 4508 |
Profit Streak | 112.8939 | 112.8939 | 126.8939 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454389 | 551862 | -122008 | -584760 | -584034 | -585843 |
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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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