Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412228.2075 | 398846.7015 | 13381.5059 | -120729.4047 | 45455.0687 | -166184.4734 |
Total P&L (%) | 412.2282 | 398.8467 | 13.3815 | -120.7294 | 45.4551 | -166.1845 |
Avg Daily Profit (%) | 0.2211 | 0.2139 | 0.0072 | 0 | 0.0201 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206408 | -86410 | -177285 | -229969 | -43994 | -240450 |
Profit Factor | 1.4742 | 2.0317 | 1.0277 | 0.7183 | 1.3903 | 0.4675 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 21 | 27 | 43 | 26 | 17 |
Losing Trades | 40 | 23 | 17 | 45 | 18 | 27 |
Profitability (%) | 54.5455 | 47.7273 | 61.3636 | 48.8636 | 59.0909 | 38.6364 |
Ratio Avg Win / Avg Loss | 1.2285 | 2.2252 | 0.6471 | 0.7517 | 0.9625 | 0.7426 |
Largest Winning Trade | 265270 | 265270 | 52956 | 29113 | 29113 | 27960 |
Largest Losing Trade | -113936 | -38048 | -113936 | -183244 | -33797 | -183244 |
Avg Bars in Trades | 125 | 109 | 141 | 125 | 109 | 141 |
Avg Bars in Winners | 134 | 122 | 143 | 118 | 98 | 149 |
Avg Bars in Losers | 114 | 97 | 138 | 132 | 125 | 136 |
Bars Traded | 11039 | 4815 | 6224 | 11039 | 4815 | 6224 |
Profit Streak | 0 | 0 | 80.1839 | 12.8506 | 56.6839 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351852 | 387923 | -433017 | -580374 | -166563 | -585138 |
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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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