Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 352458.9388 | 212725.5966 | 139733.3422 | -659616.4733 | -184945.0846 | -474671.3887 |
Total P&L (%) | 352.4589 | 212.7256 | 139.7333 | -659.6165 | -184.9451 | -474.6714 |
Avg Daily Profit (%) | 0.186 | 0.1123 | 0.0737 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125981 | -101155 | -129401 | -761084 | -368582 | -495690 |
Profit Factor | 1.6955 | 1.8809 | 1.5267 | 0.5306 | 0.7219 | 0.3586 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 59 | 27 | 32 | 27 | 16 | 11 |
Losing Trades | 26 | 15 | 11 | 58 | 26 | 32 |
Profitability (%) | 69.4118 | 64.2857 | 74.4186 | 31.7647 | 38.0952 | 25.5814 |
Ratio Avg Win / Avg Loss | 0.7472 | 1.045 | 0.5248 | 1.1398 | 1.1731 | 1.0433 |
Largest Winning Trade | 75510 | 75510 | 62758 | 177186 | 177186 | 88453 |
Largest Losing Trade | -125981 | -57009 | -125981 | -143468 | -143468 | -139544 |
Avg Bars in Trades | 60 | 70 | 51 | 60 | 70 | 51 |
Avg Bars in Winners | 38 | 44 | 33 | 106 | 115 | 91 |
Avg Bars in Losers | 110 | 116 | 102 | 39 | 42 | 37 |
Bars Traded | 5153 | 2953 | 2200 | 5153 | 2953 | 2200 |
Profit Streak | 0 | 0 | 0 | 126.6327 | 138.6327 | 126.6327 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394467 | -38777 | -91470 | -585016 | -583127 | -605746 |
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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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