Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288465.6238 | 261578.0395 | 26887.5844 | -110096.0794 | 116570.9797 | -226667.0591 |
Total P&L (%) | 288.4656 | 261.578 | 26.8876 | -110.0961 | 116.571 | -226.6671 |
Avg Daily Profit (%) | 0.1553 | 0.1409 | 0.0145 | 0 | 0.0416 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181759 | -92485 | -148545 | -278328 | -46338 | -250129 |
Profit Factor | 1.4368 | 1.9195 | 1.0715 | 0.7445 | 2.1226 | 0.3069 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 58 | 27 | 31 | 44 | 20 | 24 |
Losing Trades | 25 | 14 | 11 | 39 | 21 | 18 |
Profitability (%) | 69.8795 | 65.8537 | 73.8095 | 53.012 | 48.7805 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.6193 | 0.9953 | 0.3802 | 0.6599 | 2.2287 | 0.2302 |
Largest Winning Trade | 74680 | 74680 | 36874 | 114190 | 114190 | 17280 |
Largest Losing Trade | -107295 | -53244 | -107295 | -229005 | -39842 | -229005 |
Avg Bars in Trades | 64 | 78 | 51 | 64 | 78 | 51 |
Avg Bars in Winners | 40 | 52 | 30 | 48 | 60 | 37 |
Avg Bars in Losers | 119 | 128 | 109 | 82 | 94 | 69 |
Bars Traded | 5352 | 3204 | 2148 | 5352 | 3204 | 2148 |
Profit Streak | 162.0299 | 182.0299 | 162.0299 | 0 | 0 | 0 |
Trades During Streak | 8 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344459 | -622 | -315893 | -581665 | -133713 | -579808 |
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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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