Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162907.7904 | 183237.8111 | -20330.0206 | -285163.1021 | -78504.5248 | -206658.5772 |
Total P&L (%) | 162.9078 | 183.2378 | -20.33 | -285.1631 | -78.5045 | -206.6586 |
Avg Daily Profit (%) | 0.151 | 0.1698 | -0.0188 | 0 | -0.1424 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160582 | -58281 | -121347 | -305459 | -111526 | -208969 |
Profit Factor | 1.6275 | 2.6459 | 0.8629 | 0.3083 | 0.5698 | 0.1007 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 78 | 42 | 36 | 14 | 4 | 10 |
Losing Trades | 13 | 3 | 10 | 77 | 41 | 36 |
Profitability (%) | 85.7143 | 93.3333 | 78.2609 | 15.3846 | 8.8889 | 21.7391 |
Ratio Avg Win / Avg Loss | 0.2713 | 0.189 | 0.2397 | 1.6957 | 5.8401 | 0.3626 |
Largest Winning Trade | 24088 | 24088 | 11800 | 65360 | 65360 | 9961 |
Largest Losing Trade | -121347 | -58281 | -121347 | -145976 | -18236 | -145976 |
Avg Bars in Trades | 30 | 51 | 9 | 30 | 51 | 9 |
Avg Bars in Winners | 11 | 15 | 5 | 130 | 423 | 13 |
Avg Bars in Losers | 148 | 561 | 24 | 12 | 15 | 8 |
Bars Traded | 2790 | 2334 | 456 | 2790 | 2334 | 456 |
Profit Streak | 321.3524 | 324.8524 | 321.3524 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502560 | 585690 | -575376 | -649951 | -679035 | -624891 |
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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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