Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275475.4772 | 64508.4642 | 210967.013 | -283425.0484 | -4602.5127 | -278822.5357 |
Total P&L (%) | 275.4755 | 64.5085 | 210.967 | -283.425 | -4.6025 | -278.8225 |
Avg Daily Profit (%) | 0.1661 | 0.0389 | 0.1272 | 0 | -0.0028 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115691 | -87873 | -119270 | -326245 | -65904 | -315424 |
Profit Factor | 1.4871 | 1.2288 | 1.7437 | 0.4737 | 0.9706 | 0.2698 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 135 | 61 | 74 | 41 | 27 | 14 |
Losing Trades | 39 | 26 | 13 | 133 | 60 | 73 |
Profitability (%) | 77.5862 | 70.1149 | 85.0575 | 23.5632 | 31.0345 | 16.092 |
Ratio Avg Win / Avg Loss | 0.4296 | 0.5238 | 0.3063 | 1.5367 | 2.157 | 1.4067 |
Largest Winning Trade | 27750 | 20726 | 27750 | 39185 | 39185 | 29739 |
Largest Losing Trade | -115664 | -60215 | -115664 | -165192 | -11202 | -165192 |
Avg Bars in Trades | 27 | 27 | 27 | 27 | 27 | 27 |
Avg Bars in Winners | 11 | 8 | 13 | 74 | 65 | 93 |
Avg Bars in Losers | 83 | 70 | 109 | 12 | 10 | 14 |
Bars Traded | 4760 | 2358 | 2402 | 4760 | 2358 | 2402 |
Profit Streak | 65.4577 | 90.4577 | 65.4577 | 0 | 0 | 0 |
Trades During Streak | 16 | 10 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482910 | -138855 | -16467 | -612958 | -585419 | -648231 |
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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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