Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 324659.3153 | 141490.8209 | 183168.4944 | -241293.7603 | -105732.1644 | -135561.5959 |
Total P&L (%) | 324.6593 | 141.4908 | 183.1685 | -241.2938 | -105.7322 | -135.5616 |
Avg Daily Profit (%) | 0.3152 | 0.1374 | 0.1778 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108318 | -72726 | -108318 | -469247 | -219255 | -357381 |
Profit Factor | 1.6756 | 1.5715 | 1.7863 | 0.7987 | 0.7944 | 0.8019 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 18 | 24 | 34 | 16 | 18 |
Losing Trades | 28 | 17 | 11 | 36 | 19 | 17 |
Profitability (%) | 60 | 51.4286 | 68.5714 | 48.5714 | 45.7143 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.1171 | 1.4842 | 0.8187 | 0.8456 | 0.9433 | 0.7573 |
Largest Winning Trade | 82746 | 82746 | 50647 | 83846 | 65953 | 83846 |
Largest Losing Trade | -108318 | -39927 | -108318 | -297396 | -97740 | -297396 |
Avg Bars in Trades | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Winners | 88 | 78 | 96 | 93 | 80 | 105 |
Avg Bars in Losers | 72 | 73 | 72 | 71 | 72 | 71 |
Bars Traded | 5770 | 2661 | 3110 | 5770 | 2661 | 3110 |
Profit Streak | 25.8971 | 0 | 152.5638 | 0 | 58.3971 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -85992 | -7727 | 427748 | -680111 | -581893 | -580602 |
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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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