Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434157.8981 | 309551.5668 | 124606.3313 | -44372.4062 | 56934.2972 | -101306.7035 |
Total P&L (%) | 434.1579 | 309.5516 | 124.6063 | -44.3724 | 56.9343 | -101.3067 |
Avg Daily Profit (%) | 0.1998 | 0.1424 | 0.0573 | -0.027 | 0.0207 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116001 | -81576 | -169828 | -241253 | -136310 | -309243 |
Profit Factor | 1.521 | 1.8695 | 1.261 | 0.9495 | 1.1889 | 0.8243 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 64.5161 | 58.0645 | 70.9677 | 64.5161 | 58.0645 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.8365 | 1.3502 | 0.5159 | 0.5222 | 0.8587 | 0.3372 |
Largest Winning Trade | 89998 | 89998 | 52026 | 81202 | 41089 | 81202 |
Largest Losing Trade | -94820 | -40021 | -94820 | -146427 | -67675 | -146427 |
Avg Bars in Trades | 68 | 61 | 75 | 68 | 61 | 75 |
Avg Bars in Winners | 56 | 47 | 64 | 56 | 47 | 64 |
Avg Bars in Losers | 89 | 80 | 101 | 89 | 80 | 101 |
Bars Traded | 8454 | 3798 | 4656 | 8454 | 3798 | 4656 |
Profit Streak | 0 | 0 | 151.8227 | 0 | 0 | 151.8227 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345492 | -153609 | -268237 | -578567 | -333537 | -730827 |
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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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