Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324796.3743 | 263327.3352 | 61469.0391 | -629773.8607 | -122567.5693 | -507206.2914 |
Total P&L (%) | 324.7964 | 263.3273 | 61.469 | -629.7739 | -122.5676 | -507.2063 |
Avg Daily Profit (%) | 0.1711 | 0.1387 | 0.0324 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222425 | -106312 | -237802 | -644083 | -281886 | -515129 |
Profit Factor | 1.4492 | 1.7463 | 1.166 | 0.6162 | 0.855 | 0.3628 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 25 | 32 | 37 | 21 | 16 |
Losing Trades | 36 | 21 | 15 | 56 | 25 | 31 |
Profitability (%) | 61.2903 | 54.3478 | 68.0851 | 39.7849 | 45.6522 | 34.0426 |
Ratio Avg Win / Avg Loss | 0.9153 | 1.4669 | 0.5466 | 0.9327 | 1.0178 | 0.7029 |
Largest Winning Trade | 169111 | 169111 | 52496 | 174890 | 174890 | 84650 |
Largest Losing Trade | -173757 | -55114 | -173757 | -198621 | -155815 | -198621 |
Avg Bars in Trades | 55 | 69 | 41 | 55 | 69 | 41 |
Avg Bars in Winners | 46 | 57 | 37 | 65 | 83 | 41 |
Avg Bars in Losers | 70 | 83 | 51 | 48 | 57 | 41 |
Bars Traded | 5153 | 3192 | 1960 | 5153 | 3192 | 1960 |
Profit Streak | 77.9284 | 0 | 175.5951 | 0 | 137.5951 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323009 | -4984 | -185984 | -584502 | -580158 | -586902 |
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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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