Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445909.1597 | 228847.2848 | 217061.8748 | -401130.981 | -172185.8551 | -228945.1259 |
Total P&L (%) | 445.9092 | 228.8473 | 217.0619 | -401.131 | -172.1859 | -228.9451 |
Avg Daily Profit (%) | 0.2347 | 0.1204 | 0.1142 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110963 | -71617 | -113000 | -401782 | -174247 | -234651 |
Profit Factor | 1.7837 | 1.7238 | 1.8586 | 0.3884 | 0.5022 | 0.2613 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 66 | 31 | 35 | 24 | 14 | 10 |
Losing Trades | 24 | 14 | 10 | 66 | 31 | 35 |
Profitability (%) | 73.3333 | 68.8889 | 77.7778 | 26.6667 | 31.1111 | 22.2222 |
Ratio Avg Win / Avg Loss | 0.6486 | 0.7785 | 0.531 | 1.068 | 1.1121 | 0.9144 |
Largest Winning Trade | 78214 | 78214 | 42967 | 69448 | 69448 | 30668 |
Largest Losing Trade | -110963 | -59217 | -110963 | -59574 | -59574 | -50735 |
Avg Bars in Trades | 81 | 98 | 65 | 81 | 98 | 65 |
Avg Bars in Winners | 54 | 65 | 45 | 144 | 159 | 123 |
Avg Bars in Losers | 156 | 170 | 137 | 59 | 70 | 49 |
Bars Traded | 7374 | 4411 | 2963 | 7374 | 4411 | 2963 |
Profit Streak | 0 | 0 | 0 | 14.4938 | 18.4938 | 14.4938 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434347 | -29207 | -36065 | -600266 | -585828 | -622456 |
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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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