Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409498.4972 | 308236.3713 | 101262.1259 | -505693.5857 | -113913.6485 | -391779.9372 |
Total P&L (%) | 409.4985 | 308.2364 | 101.2621 | -505.6936 | -113.9136 | -391.7799 |
Avg Daily Profit (%) | 0.216 | 0.1626 | 0.0534 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190565 | -67899 | -202859 | -528899 | -144042 | -415290 |
Profit Factor | 1.6536 | 2.1668 | 1.2794 | 0.3739 | 0.6333 | 0.2118 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 21 | 31 | 34 | 23 | 11 |
Losing Trades | 32 | 21 | 11 | 50 | 19 | 31 |
Profitability (%) | 61.9048 | 50 | 73.8095 | 40.4762 | 54.7619 | 26.1905 |
Ratio Avg Win / Avg Loss | 1.0176 | 2.1668 | 0.454 | 0.5498 | 0.5232 | 0.5968 |
Largest Winning Trade | 99346 | 99346 | 36134 | 24711 | 24711 | 24112 |
Largest Losing Trade | -128768 | -41187 | -128768 | -90907 | -47204 | -90907 |
Avg Bars in Trades | 87 | 98 | 77 | 87 | 98 | 77 |
Avg Bars in Winners | 65 | 69 | 62 | 116 | 123 | 100 |
Avg Bars in Losers | 123 | 126 | 118 | 68 | 67 | 68 |
Bars Traded | 7358 | 4122 | 3236 | 7358 | 4122 | 3236 |
Profit Streak | 41.3849 | 0 | 299.8849 | 0 | 88.8849 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445448 | 412798 | -118763 | -584257 | -579558 | -605302 |
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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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