Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57627.0285 | 403979.6753 | -346352.6468 | -116394.7078 | 464971.9021 | -581366.6099 |
Total P&L (%) | 57.627 | 403.9797 | -346.3526 | -116.3947 | 464.9719 | -581.3666 |
Avg Daily Profit (%) | 0.0239 | 0.1677 | -0.1438 | 0 | 0.0719 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -542162 | -240463 | -435089 | -629113 | -191799 | -747788 |
Profit Factor | 1.0494 | 1.9899 | 0.5432 | 0.9138 | 2.5085 | 0.442 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 18 | 22 | 45 | 24 | 21 |
Losing Trades | 46 | 25 | 21 | 41 | 19 | 22 |
Profitability (%) | 46.5116 | 41.8605 | 51.1628 | 52.3256 | 55.814 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.2068 | 2.7637 | 0.5185 | 0.8326 | 1.9859 | 0.4631 |
Largest Winning Trade | 385447 | 385447 | 66319 | 210415 | 210415 | 135643 |
Largest Losing Trade | -328916 | -57635 | -328916 | -468589 | -81803 | -468589 |
Avg Bars in Trades | 108 | 94 | 121 | 108 | 94 | 121 |
Avg Bars in Winners | 130 | 101 | 154 | 107 | 105 | 110 |
Avg Bars in Losers | 88 | 89 | 87 | 108 | 80 | 132 |
Bars Traded | 9288 | 4055 | 5233 | 9288 | 4055 | 5233 |
Profit Streak | 19.3761 | 41.8761 | 0 | 0 | 0 | 63.1261 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328483 | 308214 | -580576 | -580246 | -91354 | -580619 |
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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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