Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285427.0322 | 152103.0058 | 133324.0264 | -1004238.1581 | 68958.2794 | -1073196.4375 |
Total P&L (%) | 285.427 | 152.103 | 133.324 | -1004.2382 | 68.9583 | -1073.1964 |
Avg Daily Profit (%) | 0.1505 | 0.0802 | 0.0703 | 0 | 0.0277 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154947 | -63491 | -154947 | -1255164 | -364185 | -1295221 |
Profit Factor | 1.5562 | 2.0371 | 1.3638 | 0.6923 | 1.0727 | 0.5366 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 57 | 27 | 30 | 30 | 15 | 15 |
Losing Trades | 28 | 16 | 12 | 55 | 28 | 27 |
Profitability (%) | 67.0588 | 62.7907 | 71.4286 | 35.2941 | 34.8837 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.7644 | 1.2071 | 0.5455 | 1.2693 | 2.0024 | 0.9658 |
Largest Winning Trade | 54224 | 54224 | 46093 | 452926 | 452926 | 376471 |
Largest Losing Trade | -154947 | -50152 | -154947 | -470841 | -204597 | -470841 |
Avg Bars in Trades | 43 | 13 | 73 | 43 | 13 | 73 |
Avg Bars in Winners | 36 | 11 | 58 | 49 | 17 | 81 |
Avg Bars in Losers | 56 | 15 | 111 | 39 | 10 | 69 |
Bars Traded | 3655 | 561 | 3094 | 3655 | 561 | 3094 |
Profit Streak | 0 | 0 | 113.517 | 6.517 | 110.017 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356291 | -81122 | -96881 | -583913 | -300414 | -586290 |
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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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