Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541580.352 | 493546.8986 | 48033.4534 | -132114.2042 | -1712.2752 | -130401.929 |
Total P&L (%) | 541.5804 | 493.5469 | 48.0335 | -132.1142 | -1.7123 | -130.4019 |
Avg Daily Profit (%) | 0.2904 | 0.2646 | 0.0258 | 0 | -0.0009 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184031 | -88189 | -173093 | -139284 | -34878 | -104405 |
Profit Factor | 1.7154 | 2.4548 | 1.115 | 0.428 | 0.9748 | 0.1995 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 47 | 24 | 23 | 36 | 19 | 17 |
Losing Trades | 39 | 19 | 20 | 50 | 24 | 26 |
Profitability (%) | 54.6512 | 55.814 | 53.4884 | 41.8605 | 44.186 | 39.5349 |
Ratio Avg Win / Avg Loss | 1.4235 | 1.9434 | 0.9696 | 0.5944 | 1.2314 | 0.3051 |
Largest Winning Trade | 290029 | 290029 | 69870 | 21711 | 21711 | 11973 |
Largest Losing Trade | -105066 | -40546 | -105066 | -87719 | -13256 | -87719 |
Avg Bars in Trades | 83 | 87 | 79 | 83 | 87 | 79 |
Avg Bars in Winners | 92 | 89 | 95 | 72 | 83 | 59 |
Avg Bars in Losers | 72 | 84 | 60 | 90 | 90 | 91 |
Bars Traded | 7149 | 3746 | 3403 | 7149 | 3746 | 3403 |
Profit Streak | 0 | 0 | 46.8503 | 20.1003 | 42.3503 | 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 | 424174 | 491605 | -254625 | -583158 | -580770 | -584796 |
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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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