Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200953.8599 | 278840.2506 | -77886.3907 | -321454.0134 | 48731.8016 | -370185.815 |
Total P&L (%) | 200.9539 | 278.8403 | -77.8864 | -321.454 | 48.7318 | -370.1858 |
Avg Daily Profit (%) | 0.1079 | 0.1497 | -0.0418 | 0 | 0.0213 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283923 | -88959 | -260818 | -585182 | -261680 | -456869 |
Profit Factor | 1.2342 | 1.9645 | 0.8631 | 0.7339 | 1.117 | 0.5323 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 22 | 26 | 48 | 20 | 28 |
Losing Trades | 31 | 17 | 14 | 31 | 19 | 12 |
Profitability (%) | 60.7595 | 56.4103 | 65 | 60.7595 | 51.2821 | 70 |
Ratio Avg Win / Avg Loss | 0.7971 | 1.518 | 0.4647 | 0.474 | 1.0611 | 0.2281 |
Largest Winning Trade | 63554 | 63554 | 40469 | 175914 | 175914 | 120760 |
Largest Losing Trade | -233631 | -59496 | -233631 | -427644 | -102755 | -427644 |
Avg Bars in Trades | 137 | 139 | 134 | 137 | 139 | 134 |
Avg Bars in Winners | 88 | 90 | 87 | 117 | 119 | 115 |
Avg Bars in Losers | 211 | 203 | 221 | 167 | 161 | 177 |
Bars Traded | 10828 | 5447 | 5380 | 10828 | 5447 | 5380 |
Profit Streak | 61.2036 | 95.3702 | 61.2036 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79074 | 445385 | -577829 | -610383 | -257494 | -578157 |
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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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