Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 320292.3542 | 153698.2775 | 166594.0767 | -480604.1821 | -265112.6806 | -215491.5015 |
Total P&L (%) | 320.2924 | 153.6983 | 166.5941 | -480.6042 | -265.1127 | -215.4915 |
Avg Daily Profit (%) | 0.2001 | 0.096 | 0.1041 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158352 | -73816 | -140524 | -1158600 | -699643 | -732977 |
Profit Factor | 1.5861 | 1.5598 | 1.6126 | 0.787 | 0.7658 | 0.8083 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 63 | 28 | 35 | 43 | 21 | 22 |
Losing Trades | 25 | 16 | 9 | 45 | 23 | 22 |
Profitability (%) | 71.5909 | 63.6364 | 79.5455 | 48.8636 | 47.7273 | 50 |
Ratio Avg Win / Avg Loss | 0.6294 | 0.8913 | 0.4147 | 0.8236 | 0.8387 | 0.8083 |
Largest Winning Trade | 62370 | 62370 | 37822 | 132173 | 132173 | 93179 |
Largest Losing Trade | -123711 | -54205 | -123711 | -491458 | -402924 | -491458 |
Avg Bars in Trades | 33 | 31 | 36 | 33 | 31 | 36 |
Avg Bars in Winners | 21 | 16 | 25 | 44 | 42 | 46 |
Avg Bars in Losers | 65 | 58 | 78 | 24 | 21 | 27 |
Bars Traded | 2987 | 1378 | 1609 | 2987 | 1378 | 1609 |
Profit Streak | 68.328 | 68.328 | 123.328 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456649 | -61553 | -48368 | -580984 | -581603 | -580719 |
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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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