Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270110.0239 | 295420.7973 | -25310.7734 | -768375.1275 | -422454.7879 | -345920.3396 |
Total P&L (%) | 270.11 | 295.4208 | -25.3108 | -768.3751 | -422.4548 | -345.9203 |
Avg Daily Profit (%) | 0.2188 | 0.2393 | -0.0205 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96685 | -59027 | -96685 | -809394 | -431083 | -513828 |
Profit Factor | 1.387 | 2.5821 | 0.9505 | 0.647 | 0.5486 | 0.7212 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 111 | 53 | 58 | 23 | 14 | 9 |
Losing Trades | 24 | 14 | 10 | 112 | 53 | 59 |
Profitability (%) | 82.2222 | 79.1045 | 85.2941 | 17.037 | 20.8955 | 13.2353 |
Ratio Avg Win / Avg Loss | 0.2999 | 0.6821 | 0.1639 | 3.1504 | 2.0767 | 4.7277 |
Largest Winning Trade | 29068 | 29068 | 23249 | 360810 | 222252 | 360810 |
Largest Losing Trade | -245574 | -38633 | -245574 | -245574 | -97935 | -245574 |
Avg Bars in Trades | 52 | 58 | 45 | 52 | 58 | 45 |
Avg Bars in Winners | 29 | 31 | 27 | 153 | 162 | 138 |
Avg Bars in Losers | 157 | 162 | 150 | 31 | 31 | 31 |
Bars Traded | 7041 | 3922 | 3119 | 7041 | 3922 | 3119 |
Profit Streak | 15.6788 | 15.6788 | 31.5121 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466437 | -102224 | -684555 | -642553 | -742863 | -769125 |
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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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