Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256211.1586 | 363738.1342 | -107526.9756 | -101862.2981 | 105122.6671 | -206984.9652 |
Total P&L (%) | 256.2112 | 363.7381 | -107.527 | -101.8623 | 105.1227 | -206.985 |
Avg Daily Profit (%) | 0.1115 | 0.1584 | -0.0468 | 0 | 0.0313 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -426162 | -197726 | -384240 | -261029 | -16734 | -307439 |
Profit Factor | 1.2702 | 1.9239 | 0.8061 | 0.7572 | 2.2911 | 0.3878 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 20 | 23 | 43 | 25 | 18 |
Losing Trades | 46 | 24 | 22 | 46 | 19 | 27 |
Profitability (%) | 48.3146 | 45.4545 | 51.1111 | 48.3146 | 56.8182 | 40 |
Ratio Avg Win / Avg Loss | 1.3588 | 2.3087 | 0.771 | 0.81 | 1.7412 | 0.5817 |
Largest Winning Trade | 298048 | 298048 | 65671 | 69910 | 69319 | 69910 |
Largest Losing Trade | -126164 | -42914 | -126164 | -256475 | -42572 | -256475 |
Avg Bars in Trades | 99 | 114 | 84 | 99 | 114 | 84 |
Avg Bars in Winners | 109 | 115 | 103 | 94 | 115 | 64 |
Avg Bars in Losers | 90 | 113 | 65 | 104 | 112 | 98 |
Bars Traded | 8844 | 5036 | 3808 | 8844 | 5036 | 3808 |
Profit Streak | 0 | 0 | 0 | 41.2019 | 69.7019 | 41.2019 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44599 | 331535 | -580567 | -580208 | -145234 | -584051 |
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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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