Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245069.6129 | 140431.4843 | 104638.1286 | -1008067.9087 | -247827.6075 | -760240.3011 |
Total P&L (%) | 245.0696 | 140.4315 | 104.6381 | -1008.0679 | -247.8276 | -760.2403 |
Avg Daily Profit (%) | 0.2405 | 0.1378 | 0.1027 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80734 | -94458 | -26233 | -856618 | -403960 | -608790 |
Profit Factor | 1.5065 | 1.5826 | 1.431 | 0.4961 | 0.7471 | 0.2552 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 55 | 22 | 33 | 39 | 25 | 14 |
Losing Trades | 40 | 25 | 15 | 56 | 22 | 34 |
Profitability (%) | 57.8947 | 46.8085 | 68.75 | 41.0526 | 53.1915 | 29.1667 |
Ratio Avg Win / Avg Loss | 1.0956 | 1.7984 | 0.6505 | 0.7124 | 0.6575 | 0.6197 |
Largest Winning Trade | 43561 | 43561 | 30165 | 215992 | 215992 | 52005 |
Largest Losing Trade | -151449 | -52338 | -151449 | -183042 | -183042 | -151449 |
Avg Bars in Trades | 30 | 41 | 20 | 30 | 41 | 20 |
Avg Bars in Winners | 21 | 26 | 18 | 42 | 55 | 20 |
Avg Bars in Losers | 43 | 55 | 25 | 22 | 26 | 20 |
Bars Traded | 2940 | 1953 | 987 | 2940 | 1953 | 987 |
Profit Streak | 6.9029 | 0 | 8.5695 | 0 | 48.9029 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405897 | -7293 | -53204 | -584004 | -579293 | -591862 |
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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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