Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396749.3802 | 507083.704 | -110334.3238 | -231701.1461 | 194877.9412 | -426579.0873 |
Total P&L (%) | 396.7494 | 507.0837 | -110.3343 | -231.7011 | 194.8779 | -426.5791 |
Avg Daily Profit (%) | 0.2055 | 0.2627 | -0.0572 | 0 | 0.056 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312047 | -119437 | -246775 | -670442 | -281835 | -461660 |
Profit Factor | 1.493 | 2.5067 | 0.7644 | 0.8315 | 1.408 | 0.5246 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 15 | 17 | 45 | 25 | 20 |
Losing Trades | 46 | 24 | 22 | 33 | 14 | 19 |
Profitability (%) | 41.0256 | 38.4615 | 43.5897 | 57.6923 | 64.1026 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.1462 | 4.0108 | 0.9892 | 0.6098 | 0.7885 | 0.4983 |
Largest Winning Trade | 503773 | 503773 | 62241 | 150781 | 110434 | 150781 |
Largest Losing Trade | -176157 | -56073 | -176157 | -209163 | -209163 | -209099 |
Avg Bars in Trades | 97 | 85 | 109 | 97 | 85 | 109 |
Avg Bars in Winners | 146 | 120 | 168 | 70 | 68 | 72 |
Avg Bars in Losers | 63 | 63 | 64 | 134 | 115 | 149 |
Bars Traded | 7606 | 3330 | 4276 | 7606 | 3330 | 4276 |
Profit Streak | 0 | 0 | 0 | 26.3091 | 26.3091 | 72.0591 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32225 | 319858 | -583250 | -617262 | -116629 | -579624 |
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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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