Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297109.6148 | 430451.0002 | -133341.3854 | -102067.0241 | 72455.1153 | -174522.1393 |
Total P&L (%) | 297.1096 | 430.451 | -133.3414 | -102.067 | 72.4551 | -174.5221 |
Avg Daily Profit (%) | 0.2009 | 0.291 | -0.0902 | 0 | 0.0369 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -449556 | -311916 | -158379 | -765351 | -588367 | -177471 |
Profit Factor | 1.35 | 1.8465 | 0.6084 | 0.8717 | 1.1212 | 0.1177 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 45 | 21 | 24 | 47 | 22 | 25 |
Losing Trades | 52 | 27 | 25 | 50 | 26 | 24 |
Profitability (%) | 46.3918 | 43.75 | 48.9796 | 48.4536 | 45.8333 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.56 | 2.3741 | 0.6337 | 0.9274 | 1.325 | 0.113 |
Largest Winning Trade | 642223 | 642223 | 23422 | 655177 | 655177 | 8868 |
Largest Losing Trade | -133429 | -72791 | -133429 | -520272 | -520272 | -124927 |
Avg Bars in Trades | 43 | 74 | 13 | 43 | 74 | 13 |
Avg Bars in Winners | 40 | 71 | 13 | 34 | 58 | 13 |
Avg Bars in Losers | 46 | 76 | 13 | 52 | 88 | 13 |
Bars Traded | 4232 | 3579 | 653 | 4232 | 3579 | 653 |
Profit Streak | 75.4232 | 93.4232 | 75.4232 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338585 | 393145 | -579835 | -581120 | -232415 | -580271 |
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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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