Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427070.5312 | 480041.697 | -52971.1658 | -328880.8222 | -52556.1577 | -276324.6645 |
Total P&L (%) | 427.0705 | 480.0417 | -52.9712 | -328.8808 | -52.5562 | -276.3247 |
Avg Daily Profit (%) | 0.2201 | 0.2474 | -0.0273 | 0 | -0.0384 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -309892 | -67558 | -251078 | -313244 | -101579 | -240369 |
Profit Factor | 1.4854 | 2.2496 | 0.8931 | 0.6338 | 0.863 | 0.4628 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 53 | 22 | 31 | 56 | 33 | 23 |
Losing Trades | 63 | 36 | 27 | 60 | 25 | 35 |
Profitability (%) | 45.6897 | 37.931 | 53.4483 | 48.2759 | 56.8966 | 39.6552 |
Ratio Avg Win / Avg Loss | 1.7656 | 3.6811 | 0.7779 | 0.6791 | 0.6538 | 0.7042 |
Largest Winning Trade | 399366 | 399366 | 52577 | 40712 | 40712 | 39055 |
Largest Losing Trade | -160063 | -33125 | -160063 | -80717 | -80717 | -63357 |
Avg Bars in Trades | 32 | 22 | 42 | 32 | 22 | 42 |
Avg Bars in Winners | 43 | 32 | 52 | 25 | 17 | 37 |
Avg Bars in Losers | 22 | 16 | 31 | 38 | 28 | 45 |
Bars Traded | 3755 | 1302 | 2453 | 3755 | 1302 | 2453 |
Profit Streak | 0 | 0 | 24.2222 | 14.7222 | 15.2222 | 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 | 315100 | -172440 | -759841 | -580551 | -759077 | -765134 |
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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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