Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395410.7873 | 355823.3888 | 39587.3985 | -664470.8558 | -241364.059 | -423106.7969 |
Total P&L (%) | 395.4108 | 355.8234 | 39.5874 | -664.4709 | -241.3641 | -423.1068 |
Avg Daily Profit (%) | 0.2125 | 0.1913 | 0.0213 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146656 | -134533 | -154526 | -1217389 | -742442 | -849919 |
Profit Factor | 1.5578 | 2.1807 | 1.0972 | 0.7575 | 0.8169 | 0.7025 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 63 | 33 | 30 | 53 | 28 | 25 |
Losing Trades | 26 | 11 | 15 | 36 | 16 | 20 |
Profitability (%) | 70.7865 | 75 | 66.6667 | 59.5506 | 63.6364 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.6429 | 0.7269 | 0.5486 | 0.5145 | 0.4668 | 0.562 |
Largest Winning Trade | 58284 | 58284 | 41317 | 284516 | 284516 | 280499 |
Largest Losing Trade | -142186 | -65868 | -142186 | -619288 | -206139 | -619288 |
Avg Bars in Trades | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Winners | 50 | 49 | 51 | 63 | 66 | 60 |
Avg Bars in Losers | 150 | 184 | 124 | 103 | 113 | 94 |
Bars Traded | 7092 | 3677 | 3415 | 7092 | 3677 | 3415 |
Profit Streak | 88.9089 | 88.9089 | 133.9089 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 442536 | 459908 | -278831 | -579302 | -578951 | -579991 |
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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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