Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279009.3187 | 167126.9523 | 111882.3664 | -681932.674 | -120416.7809 | -561515.8931 |
Total P&L (%) | 279.0093 | 167.127 | 111.8824 | -681.9327 | -120.4168 | -561.5159 |
Avg Daily Profit (%) | 0.2729 | 0.1635 | 0.1094 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105204 | -64664 | -84433 | -1279142 | -402528 | -900283 |
Profit Factor | 1.5315 | 1.6785 | 1.4015 | 0.7913 | 0.9245 | 0.664 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 50 | 22 | 28 | 32 | 19 | 13 |
Losing Trades | 33 | 19 | 14 | 51 | 22 | 29 |
Profitability (%) | 60.241 | 53.6585 | 66.6667 | 38.5542 | 46.3415 | 30.9524 |
Ratio Avg Win / Avg Loss | 1.0108 | 1.4496 | 0.7007 | 1.2611 | 1.0705 | 1.4812 |
Largest Winning Trade | 42722 | 42722 | 28696 | 445214 | 389194 | 445214 |
Largest Losing Trade | -141047 | -56367 | -141047 | -262315 | -262315 | -233734 |
Avg Bars in Trades | 142 | 169 | 115 | 142 | 169 | 115 |
Avg Bars in Winners | 117 | 134 | 104 | 173 | 210 | 120 |
Avg Bars in Losers | 179 | 210 | 138 | 122 | 134 | 113 |
Bars Traded | 11808 | 6944 | 4864 | 11808 | 6944 | 4864 |
Profit Streak | 6.6635 | 0 | 37.8302 | 0 | 53.4135 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387294 | 355945 | -44670 | -584840 | -579513 | -586475 |
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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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