Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272005.9451 | 106945.1692 | 165060.7759 | -143362.309 | -374795.6723 | 231433.3633 |
Total P&L (%) | 272.0059 | 106.9452 | 165.0608 | -143.3623 | -374.7957 | 231.4334 |
Avg Daily Profit (%) | 0.1637 | 0.0644 | 0.0994 | 0 | 0 | 0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223296 | -116757 | -187003 | -1483558 | -1277558 | -1255773 |
Profit Factor | 1.3768 | 1.2553 | 1.5448 | 0.9634 | 0.8335 | 1.139 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 56 | 21 | 35 | 50 | 24 | 26 |
Losing Trades | 31 | 22 | 9 | 37 | 19 | 18 |
Profitability (%) | 64.3678 | 48.8372 | 79.5455 | 57.4713 | 55.814 | 59.0909 |
Ratio Avg Win / Avg Loss | 0.7622 | 1.3151 | 0.3972 | 0.7129 | 0.6599 | 0.7885 |
Largest Winning Trade | 127290 | 127290 | 44266 | 314205 | 314205 | 243263 |
Largest Losing Trade | -117944 | -62328 | -117944 | -651995 | -506764 | -651995 |
Avg Bars in Trades | 110 | 150 | 71 | 110 | 150 | 71 |
Avg Bars in Winners | 64 | 69 | 61 | 85 | 106 | 67 |
Avg Bars in Losers | 192 | 226 | 108 | 143 | 205 | 77 |
Bars Traded | 9584 | 6453 | 3131 | 9584 | 6453 | 3131 |
Profit Streak | 17.0055 | 0 | 84.0055 | 0 | 142.3388 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329086 | -107558 | -55557 | -579577 | -578590 | -164654 |
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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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