Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309079.3276 | 24084.7257 | 284994.6019 | -413123.6135 | -629319.5303 | 216195.9168 |
Total P&L (%) | 309.0793 | 24.0847 | 284.9946 | -413.1236 | -629.3195 | 216.1959 |
Avg Daily Profit (%) | 0.2023 | 0.0158 | 0.1865 | 0 | 0 | 0.0754 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137292 | -81850 | -111158 | -1503147 | -749687 | -949484 |
Profit Factor | 1.9483 | 1.2078 | 2.3571 | 0.8363 | 0.3575 | 1.14 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 58 | 27 | 31 | 39 | 16 | 23 |
Losing Trades | 23 | 14 | 9 | 42 | 25 | 17 |
Profitability (%) | 71.6049 | 65.8537 | 77.5 | 48.1481 | 39.0244 | 57.5 |
Ratio Avg Win / Avg Loss | 0.7726 | 0.6263 | 0.6843 | 0.9006 | 0.5586 | 0.8426 |
Largest Winning Trade | 39054 | 15253 | 39054 | 255954 | 139005 | 255954 |
Largest Losing Trade | -110958 | -28583 | -110958 | -812666 | -340148 | -812666 |
Avg Bars in Trades | 109 | 45 | 175 | 109 | 45 | 175 |
Avg Bars in Winners | 84 | 35 | 126 | 100 | 39 | 143 |
Avg Bars in Losers | 173 | 66 | 341 | 117 | 49 | 217 |
Bars Traded | 8878 | 1876 | 7002 | 8878 | 1876 | 7002 |
Profit Streak | 60.2045 | 183.0379 | 60.2045 | 0 | 0 | 0 |
Trades During Streak | 3 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3242 | -174570 | 481343 | -597775 | -585010 | -159490 |
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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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