Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426468.0568 | 331793.8505 | 94674.2063 | -101800.4337 | 188760.3329 | -290560.7667 |
Total P&L (%) | 426.4681 | 331.7939 | 94.6742 | -101.8004 | 188.7603 | -290.5608 |
Avg Daily Profit (%) | 0.1967 | 0.153 | 0.0437 | 0 | 0.0489 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100281 | -73968 | -196535 | -298659 | -51152 | -396269 |
Profit Factor | 1.5864 | 2.1706 | 1.2133 | 0.7943 | 4.1076 | 0.3307 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 60 | 30 | 30 | 28 | 17 | 11 |
Losing Trades | 25 | 12 | 13 | 57 | 25 | 32 |
Profitability (%) | 70.5882 | 71.4286 | 69.7674 | 32.9412 | 40.4762 | 25.5814 |
Ratio Avg Win / Avg Loss | 0.661 | 0.8682 | 0.5258 | 1.6169 | 6.0405 | 0.9619 |
Largest Winning Trade | 79055 | 79055 | 57503 | 78483 | 60269 | 78483 |
Largest Losing Trade | -100281 | -55134 | -100281 | -171266 | -51152 | -171266 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 40 | 40 | 40 | 56 | 54 | 59 |
Avg Bars in Losers | 66 | 67 | 66 | 44 | 44 | 44 |
Bars Traded | 4090 | 2022 | 2068 | 4090 | 2022 | 2068 |
Profit Streak | 163.2478 | 163.2478 | 294.2478 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444423 | 444894 | -132703 | -584407 | -124108 | -607979 |
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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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