Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318974.9426 | 251566.4944 | 67408.4482 | -100943.1576 | 355779.479 | -456722.6366 |
Total P&L (%) | 318.9749 | 251.5665 | 67.4084 | -100.9432 | 355.7795 | -456.7226 |
Avg Daily Profit (%) | 0.1672 | 0.1318 | 0.0353 | 0 | 0.0795 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185499 | -93977 | -147918 | -2089570 | -488221 | -1601349 |
Profit Factor | 1.4029 | 1.9338 | 1.1291 | 0.9713 | 1.338 | 0.8151 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 19 | 29 | 41 | 26 | 15 |
Losing Trades | 38 | 24 | 14 | 45 | 17 | 28 |
Profitability (%) | 55.814 | 44.186 | 67.4419 | 47.6744 | 60.4651 | 34.8837 |
Ratio Avg Win / Avg Loss | 1.1107 | 2.4427 | 0.5451 | 1.0661 | 0.8749 | 1.5216 |
Largest Winning Trade | 90342 | 90342 | 52390 | 647428 | 420328 | 647428 |
Largest Losing Trade | -114551 | -38180 | -114551 | -401902 | -378663 | -401902 |
Avg Bars in Trades | 85 | 63 | 106 | 85 | 63 | 106 |
Avg Bars in Winners | 78 | 56 | 92 | 92 | 67 | 136 |
Avg Bars in Losers | 93 | 68 | 137 | 78 | 56 | 91 |
Bars Traded | 7315 | 2716 | 4599 | 7315 | 2716 | 4599 |
Profit Streak | 18.4388 | 22.6888 | 0 | 0 | 0 | 58.1888 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345571 | -15021 | -223768 | -579785 | -86722 | -582849 |
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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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