Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341812.571 | 417098.8961 | -75286.3251 | -102179.9691 | 649657.391 | -751837.3602 |
Total P&L (%) | 341.8126 | 417.0989 | -75.2863 | -102.18 | 649.6574 | -751.8374 |
Avg Daily Profit (%) | 0.1415 | 0.1726 | -0.0312 | 0 | 0.0834 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203710 | -113110 | -208643 | -736261 | -147535 | -786301 |
Profit Factor | 1.4014 | 2.1472 | 0.8457 | 0.9124 | 3.3258 | 0.1522 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 17 | 19 | 43 | 25 | 18 |
Losing Trades | 46 | 24 | 22 | 39 | 16 | 23 |
Profitability (%) | 43.9024 | 41.4634 | 46.3415 | 52.439 | 60.9756 | 43.9024 |
Ratio Avg Win / Avg Loss | 1.7907 | 3.0314 | 0.9793 | 0.8275 | 2.1285 | 0.1945 |
Largest Winning Trade | 311648 | 311648 | 64085 | 323543 | 323543 | 43480 |
Largest Losing Trade | -105067 | -48763 | -105067 | -497063 | -97935 | -497063 |
Avg Bars in Trades | 86 | 67 | 104 | 86 | 67 | 104 |
Avg Bars in Winners | 114 | 59 | 162 | 84 | 67 | 107 |
Avg Bars in Losers | 63 | 72 | 54 | 87 | 67 | 102 |
Bars Traded | 7055 | 2769 | 4286 | 7055 | 2769 | 4286 |
Profit Streak | 7.4097 | 7.4097 | 81.7431 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12357 | 319227 | -581202 | -589239 | -73353 | -583113 |
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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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