Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401632.5998 | 285284.7743 | 116347.8255 | -139794.8221 | -18449.2582 | -121345.5639 |
Total P&L (%) | 401.6326 | 285.2848 | 116.3478 | -139.7948 | -18.4493 | -121.3456 |
Avg Daily Profit (%) | 0.2092 | 0.1486 | 0.0606 | 0 | -0.0106 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128953 | -148043 | -142869 | -156259 | -31554 | -141027 |
Profit Factor | 1.6275 | 1.8828 | 1.3671 | 0.4777 | 0.8112 | 0.2859 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 65 | 29 | 36 | 32 | 21 | 11 |
Losing Trades | 32 | 20 | 12 | 65 | 28 | 37 |
Profitability (%) | 67.0103 | 59.1837 | 75 | 32.9897 | 42.8571 | 22.9167 |
Ratio Avg Win / Avg Loss | 0.8012 | 1.2985 | 0.4557 | 0.9703 | 1.0816 | 0.9616 |
Largest Winning Trade | 133568 | 133568 | 33626 | 24758 | 24758 | 23421 |
Largest Losing Trade | -104101 | -58262 | -104101 | -80755 | -29873 | -80755 |
Avg Bars in Trades | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Winners | 42 | 42 | 42 | 74 | 74 | 74 |
Avg Bars in Losers | 85 | 82 | 90 | 48 | 47 | 49 |
Bars Traded | 5523 | 2888 | 2635 | 5523 | 2888 | 2635 |
Profit Streak | 130.3514 | 175.6847 | 130.3514 | 0 | 0 | 0 |
Trades During Streak | 9 | 6 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442609 | 377884 | -108467 | -587134 | -581792 | -619963 |
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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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