Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164254.6386 | 214582.43 | -50327.7914 | -1307164.3711 | -580977.8769 | -726186.4942 |
Total P&L (%) | 164.2546 | 214.5824 | -50.3278 | -1307.1644 | -580.9779 | -726.1865 |
Avg Daily Profit (%) | 0.1315 | 0.1718 | -0.0403 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247202 | -43331 | -261398 | -1377432 | -667713 | -776589 |
Profit Factor | 1.2672 | 2.2825 | 0.8875 | 0.5698 | 0.5729 | 0.5672 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 66 | 31 | 35 | 25 | 14 | 11 |
Losing Trades | 24 | 14 | 10 | 65 | 31 | 34 |
Profitability (%) | 73.3333 | 68.8889 | 77.7778 | 27.7778 | 31.1111 | 24.4444 |
Ratio Avg Win / Avg Loss | 0.4608 | 1.0308 | 0.2536 | 1.4814 | 1.2686 | 1.7532 |
Largest Winning Trade | 37816 | 33265 | 37816 | 394722 | 394722 | 382424 |
Largest Losing Trade | -239542 | -36699 | -239542 | -407863 | -182108 | -407863 |
Avg Bars in Trades | 53 | 59 | 48 | 53 | 59 | 48 |
Avg Bars in Winners | 32 | 38 | 27 | 100 | 103 | 97 |
Avg Bars in Losers | 112 | 105 | 122 | 35 | 38 | 32 |
Bars Traded | 4842 | 2657 | 2185 | 4842 | 2657 | 2185 |
Profit Streak | 41.7553 | 97.5053 | 41.7553 | 0 | 0 | 0 |
Trades During Streak | 5 | 4 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14161 | 522964 | -576123 | -596443 | -586391 | -610197 |
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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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