Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291230.8477 | 272080.5949 | 19150.2528 | -299190.4461 | -30873.8793 | -268316.5669 |
Total P&L (%) | 291.2308 | 272.0806 | 19.1503 | -299.1904 | -30.8739 | -268.3166 |
Avg Daily Profit (%) | 0.156 | 0.1458 | 0.0103 | 0 | -0.0198 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147403 | -119498 | -141710 | -667223 | -394970 | -418030 |
Profit Factor | 1.387 | 1.6925 | 1.0532 | 0.7958 | 0.9587 | 0.6256 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 56 | 28 | 28 | 50 | 24 | 26 |
Losing Trades | 30 | 15 | 15 | 36 | 19 | 17 |
Profitability (%) | 65.1163 | 65.1163 | 65.1163 | 58.1395 | 55.814 | 60.4651 |
Ratio Avg Win / Avg Loss | 0.743 | 0.9067 | 0.5642 | 0.573 | 0.759 | 0.4091 |
Largest Winning Trade | 61695 | 61695 | 37679 | 164584 | 164584 | 60400 |
Largest Losing Trade | -141710 | -70164 | -141710 | -345291 | -128519 | -345291 |
Avg Bars in Trades | 42 | 46 | 38 | 42 | 46 | 38 |
Avg Bars in Winners | 26 | 25 | 27 | 35 | 36 | 35 |
Avg Bars in Losers | 71 | 84 | 59 | 51 | 58 | 43 |
Bars Traded | 3661 | 1991 | 1669 | 3661 | 1991 | 1669 |
Profit Streak | 0 | 0 | 0 | 44.2663 | 54.7663 | 44.2663 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311804 | 143756 | -348191 | -578505 | -579411 | -578816 |
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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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