Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231048.2201 | 17168.1105 | 213880.1096 | -104549.8606 | 63340.2165 | -167890.0771 |
Total P&L (%) | 231.0482 | 17.1681 | 213.8801 | -104.5499 | 63.3402 | -167.8901 |
Avg Daily Profit (%) | 0.153 | 0.0114 | 0.1417 | 0 | 0.0325 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105537 | -39395 | -100253 | -478522 | -73430 | -481349 |
Profit Factor | 1.9493 | 1.2062 | 2.3355 | 0.8605 | 1.6734 | 0.7439 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 79 | 37 | 42 | 48 | 26 | 22 |
Losing Trades | 14 | 10 | 4 | 45 | 21 | 24 |
Profitability (%) | 84.9462 | 78.7234 | 91.3043 | 51.6129 | 55.3191 | 47.8261 |
Ratio Avg Win / Avg Loss | 0.3454 | 0.326 | 0.2224 | 0.8068 | 1.3516 | 0.8115 |
Largest Winning Trade | 20022 | 7632 | 20022 | 73461 | 33611 | 73461 |
Largest Losing Trade | -100253 | -25497 | -100253 | -475171 | -56869 | -475171 |
Avg Bars in Trades | 43 | 7 | 79 | 43 | 7 | 79 |
Avg Bars in Winners | 26 | 4 | 45 | 37 | 8 | 70 |
Avg Bars in Losers | 138 | 18 | 439 | 49 | 5 | 88 |
Bars Traded | 4030 | 352 | 3678 | 4030 | 352 | 3678 |
Profit Streak | 99.6491 | 99.6491 | 243.3158 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 16 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519705 | -183535 | 160086 | -580320 | -146800 | -581549 |
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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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