Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274172.3533 | 75303.6363 | 198868.717 | -291216.2687 | 44209.0821 | -335425.3509 |
Total P&L (%) | 274.1724 | 75.3036 | 198.8687 | -291.2163 | 44.2091 | -335.4254 |
Avg Daily Profit (%) | 0.1843 | 0.0506 | 0.1337 | 0 | 0.0246 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117702 | -63347 | -115248 | -1517593 | -324432 | -1270058 |
Profit Factor | 1.5261 | 1.3548 | 1.6438 | 0.889 | 1.0546 | 0.8152 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 27 | 28 | 42 | 16 | 26 |
Losing Trades | 35 | 18 | 17 | 48 | 29 | 19 |
Profitability (%) | 61.1111 | 60 | 62.2222 | 46.6667 | 35.5556 | 57.7778 |
Ratio Avg Win / Avg Loss | 0.9712 | 0.9032 | 0.998 | 1.016 | 1.9115 | 0.5957 |
Largest Winning Trade | 55451 | 47135 | 55451 | 207726 | 183292 | 207726 |
Largest Losing Trade | -115248 | -30145 | -115248 | -1015097 | -116420 | -1015097 |
Avg Bars in Trades | 93 | 52 | 134 | 93 | 52 | 134 |
Avg Bars in Winners | 84 | 44 | 122 | 110 | 63 | 140 |
Avg Bars in Losers | 108 | 64 | 154 | 78 | 46 | 127 |
Bars Traded | 8420 | 2354 | 6066 | 8420 | 2354 | 6066 |
Profit Streak | 0 | 0 | 0 | 139.023 | 147.6897 | 139.023 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322792 | -125199 | -12583 | -578752 | -325373 | -578742 |
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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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