Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458406.8451 | 494154.2003 | -35747.3553 | -137854.246 | 511244.1247 | -649098.3707 |
Total P&L (%) | 458.4068 | 494.1542 | -35.7474 | -137.8542 | 511.2441 | -649.0984 |
Avg Daily Profit (%) | 0.1903 | 0.2051 | -0.0148 | 0 | 0.0752 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146149 | -91065 | -196784 | -793951 | -175309 | -820527 |
Profit Factor | 1.4792 | 2.0847 | 0.9286 | 0.92 | 1.788 | 0.3955 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 60 | 28 | 32 | 44 | 24 | 20 |
Losing Trades | 49 | 26 | 23 | 65 | 30 | 35 |
Profitability (%) | 55.0459 | 51.8519 | 58.1818 | 40.367 | 44.4444 | 36.3636 |
Ratio Avg Win / Avg Loss | 1.208 | 1.9358 | 0.6675 | 1.3591 | 2.2349 | 0.6921 |
Largest Winning Trade | 307951 | 307951 | 48949 | 243454 | 243454 | 128968 |
Largest Losing Trade | -125167 | -47797 | -125167 | -397321 | -166704 | -397321 |
Avg Bars in Trades | 85 | 92 | 78 | 85 | 92 | 78 |
Avg Bars in Winners | 94 | 103 | 87 | 88 | 101 | 72 |
Avg Bars in Losers | 74 | 81 | 67 | 84 | 85 | 82 |
Bars Traded | 9351 | 5009 | 4342 | 9351 | 5009 | 4342 |
Profit Streak | 125.5175 | 125.5175 | 148.5175 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398893 | -167228 | -758421 | -582567 | -270989 | -766414 |
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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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