Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216499.5032 | 272762.7642 | -56263.2609 | -623196.2615 | -270882.3429 | -352313.9186 |
Total P&L (%) | 216.4995 | 272.7628 | -56.2633 | -623.1963 | -270.8823 | -352.3139 |
Avg Daily Profit (%) | 0.1736 | 0.2187 | -0.0451 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244169 | -46835 | -254762 | -706620 | -395491 | -523259 |
Profit Factor | 1.3578 | 2.5469 | 0.8688 | 0.6099 | 0.5754 | 0.6329 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 67 | 32 | 35 | 26 | 15 | 11 |
Losing Trades | 25 | 14 | 11 | 66 | 31 | 35 |
Profitability (%) | 72.8261 | 69.5652 | 76.087 | 28.2609 | 32.6087 | 23.913 |
Ratio Avg Win / Avg Loss | 0.5066 | 1.1143 | 0.273 | 1.5483 | 1.1892 | 2.0138 |
Largest Winning Trade | 51042 | 51042 | 47852 | 392833 | 125867 | 392833 |
Largest Losing Trade | -214784 | -39285 | -214784 | -393967 | -67832 | -393967 |
Avg Bars in Trades | 155 | 168 | 143 | 155 | 168 | 143 |
Avg Bars in Winners | 112 | 130 | 95 | 247 | 244 | 251 |
Avg Bars in Losers | 272 | 255 | 295 | 119 | 131 | 108 |
Bars Traded | 14327 | 7747 | 6581 | 14327 | 7747 | 6581 |
Profit Streak | 68.3703 | 96.2037 | 68.3703 | 0 | 0 | 0 |
Trades During Streak | 7 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404399 | 559215 | -575942 | -593197 | -585801 | -612809 |
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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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