Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126244.0789 | 223521.6696 | -97277.5907 | -1112991.9046 | -499664.0211 | -613327.8835 |
Total P&L (%) | 126.2441 | 223.5217 | -97.2776 | -1112.9919 | -499.664 | -613.3279 |
Avg Daily Profit (%) | 0.1009 | 0.1787 | -0.0778 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82017 | -47765 | -88071 | -974786 | -551338 | -490813 |
Profit Factor | 1.1899 | 2.3036 | 0.8028 | 0.4852 | 0.4894 | 0.4817 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 76 | 37 | 39 | 22 | 12 | 10 |
Losing Trades | 23 | 12 | 11 | 77 | 37 | 40 |
Profitability (%) | 76.7677 | 75.5102 | 78 | 22.2222 | 24.4898 | 20 |
Ratio Avg Win / Avg Loss | 0.3601 | 0.7471 | 0.2264 | 1.6983 | 1.509 | 1.927 |
Largest Winning Trade | 33265 | 33265 | 20929 | 270107 | 270107 | 175710 |
Largest Losing Trade | -256624 | -39749 | -256624 | -256624 | -138247 | -256624 |
Avg Bars in Trades | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Winners | 15 | 18 | 12 | 50 | 54 | 46 |
Avg Bars in Losers | 52 | 54 | 49 | 16 | 18 | 14 |
Bars Traded | 2383 | 1329 | 1054 | 2383 | 1329 | 1054 |
Profit Streak | 43.8538 | 92.8538 | 43.8538 | 0 | 0 | 0 |
Trades During Streak | 6 | 4 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65701 | 508661 | -755504 | -619516 | -609967 | -809907 |
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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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