Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306459.9383 | 136245.5668 | 170214.3715 | -753332.7142 | -318394.2551 | -434938.4591 |
Total P&L (%) | 306.4599 | 136.2456 | 170.2144 | -753.3327 | -318.3943 | -434.9385 |
Avg Daily Profit (%) | 0.2964 | 0.1318 | 0.1646 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159367 | -56857 | -132912 | -822947 | -361602 | -547969 |
Profit Factor | 1.6449 | 1.8444 | 1.5423 | 0.5404 | 0.511 | 0.5597 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 51 | 26 | 25 | 34 | 19 | 15 |
Losing Trades | 34 | 17 | 17 | 51 | 24 | 27 |
Profitability (%) | 60 | 60.4651 | 59.5238 | 40 | 44.186 | 35.7143 |
Ratio Avg Win / Avg Loss | 1.0966 | 1.206 | 1.0488 | 0.8106 | 0.6455 | 1.0075 |
Largest Winning Trade | 52200 | 47617 | 52200 | 233846 | 47483 | 233846 |
Largest Losing Trade | -131618 | -21905 | -131618 | -176608 | -132617 | -176608 |
Avg Bars in Trades | 69 | 33 | 107 | 69 | 33 | 107 |
Avg Bars in Winners | 66 | 33 | 101 | 73 | 32 | 124 |
Avg Bars in Losers | 74 | 33 | 116 | 67 | 33 | 98 |
Bars Traded | 5935 | 1428 | 4508 | 5935 | 1428 | 4508 |
Profit Streak | 10.642 | 40.3087 | 0 | 0 | 0 | 44.642 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464354 | -12773 | 365810 | -584439 | -582988 | -584068 |
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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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