Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248650.6538 | 396843.6081 | -148192.9543 | -444404.0493 | 302972.8244 | -747376.8737 |
Total P&L (%) | 248.6507 | 396.8436 | -148.193 | -444.404 | 302.9728 | -747.3769 |
Avg Daily Profit (%) | 0.1027 | 0.1639 | -0.0612 | 0 | 0.0576 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -335674 | -91674 | -344240 | -2629069 | -826413 | -2232130 |
Profit Factor | 1.2803 | 2.2044 | 0.7342 | 0.9263 | 1.1293 | 0.7971 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 43 | 20 | 23 | 47 | 26 | 21 |
Losing Trades | 53 | 28 | 25 | 49 | 22 | 27 |
Profitability (%) | 44.7917 | 41.6667 | 47.9167 | 48.9583 | 54.1667 | 43.75 |
Ratio Avg Win / Avg Loss | 1.5781 | 3.0861 | 0.7981 | 0.9657 | 0.9556 | 1.0248 |
Largest Winning Trade | 327989 | 327989 | 53874 | 1383270 | 465198 | 1383270 |
Largest Losing Trade | -269813 | -46988 | -269813 | -1105803 | -552638 | -1105803 |
Avg Bars in Trades | 148 | 137 | 158 | 148 | 137 | 158 |
Avg Bars in Winners | 197 | 206 | 189 | 117 | 105 | 132 |
Avg Bars in Losers | 108 | 88 | 131 | 177 | 175 | 179 |
Bars Traded | 14230 | 6604 | 7626 | 14230 | 6604 | 7626 |
Profit Streak | 0 | 0 | 0 | 39.5077 | 69.5077 | 39.5077 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56606 | 300773 | -581499 | -579939 | -194417 | -580906 |
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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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