Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689781.4749 | 719167.738 | -29386.2631 | -249636.7853 | 189595.6253 | -439232.4106 |
Total P&L (%) | 689.7815 | 719.1677 | -29.3863 | -249.6368 | 189.5956 | -439.2324 |
Avg Daily Profit (%) | 0.3491 | 0.364 | -0.0149 | 0 | 0.0538 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226366 | -122732 | -315942 | -596465 | -212404 | -648512 |
Profit Factor | 1.7502 | 2.5642 | 0.9361 | 0.8237 | 1.3023 | 0.4429 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 20 | 27 | 42 | 29 | 13 |
Losing Trades | 42 | 25 | 17 | 47 | 16 | 31 |
Profitability (%) | 52.809 | 44.4444 | 61.3636 | 47.191 | 64.4444 | 29.5455 |
Ratio Avg Win / Avg Loss | 1.564 | 3.2052 | 0.5894 | 0.9217 | 0.7185 | 1.0562 |
Largest Winning Trade | 485555 | 485555 | 76130 | 144310 | 144310 | 103973 |
Largest Losing Trade | -155772 | -54091 | -155772 | -197662 | -197662 | -160041 |
Avg Bars in Trades | 130 | 148 | 111 | 130 | 148 | 111 |
Avg Bars in Winners | 150 | 168 | 137 | 127 | 128 | 126 |
Avg Bars in Losers | 108 | 133 | 72 | 133 | 186 | 105 |
Bars Traded | 11629 | 6704 | 4925 | 11629 | 6704 | 4925 |
Profit Streak | 0 | 0 | 642.3774 | 506.8774 | 553.044 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476346 | 440404 | -577914 | -581048 | -120085 | -588834 |
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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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