Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290900.3411 | 233364.8992 | 57535.4419 | -143145.7135 | -117419.1848 | -25726.5286 |
Total P&L (%) | 290.9003 | 233.3649 | 57.5354 | -143.1457 | -117.4192 | -25.7265 |
Avg Daily Profit (%) | 0.1517 | 0.1217 | 0.03 | 0 | 0 | -0.0155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143990 | -122829 | -147493 | -962305 | -865741 | -521817 |
Profit Factor | 1.443 | 1.9746 | 1.1379 | 0.9383 | 0.895 | 0.9786 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 51 | 24 | 27 | 42 | 21 | 21 |
Losing Trades | 36 | 20 | 16 | 45 | 23 | 22 |
Profitability (%) | 58.6207 | 54.5455 | 62.7907 | 48.2759 | 47.7273 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.0186 | 1.6455 | 0.6743 | 1.0053 | 0.9803 | 1.0252 |
Largest Winning Trade | 166466 | 166466 | 52553 | 358127 | 358127 | 206658 |
Largest Losing Trade | -112856 | -44929 | -112856 | -410282 | -410282 | -312292 |
Avg Bars in Trades | 42 | 37 | 47 | 42 | 37 | 47 |
Avg Bars in Winners | 42 | 32 | 51 | 43 | 35 | 51 |
Avg Bars in Losers | 42 | 43 | 39 | 41 | 39 | 42 |
Bars Traded | 3681 | 1657 | 2024 | 3681 | 1657 | 2024 |
Profit Streak | 0 | 0 | 60.7781 | 31.2781 | 43.7781 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342572 | -26179 | -221847 | -579009 | -581049 | -579512 |
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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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