Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289655.4516 | 280063.4534 | 9591.9982 | -159669.9574 | -144124.3645 | -15545.5929 |
Total P&L (%) | 289.6555 | 280.0635 | 9.592 | -159.67 | -144.1244 | -15.5456 |
Avg Daily Profit (%) | 0.1552 | 0.15 | 0.0051 | 0 | 0 | -0.0091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159373 | -158108 | -164891 | -700314 | -510712 | -433272 |
Profit Factor | 1.3724 | 1.7641 | 1.0233 | 0.898 | 0.8278 | 0.9787 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 58 | 28 | 30 | 48 | 24 | 24 |
Losing Trades | 39 | 20 | 19 | 49 | 24 | 25 |
Profitability (%) | 59.7938 | 58.3333 | 61.2245 | 49.4845 | 50 | 48.9796 |
Ratio Avg Win / Avg Loss | 0.9228 | 1.2601 | 0.6481 | 0.9167 | 0.8278 | 1.0194 |
Largest Winning Trade | 86174 | 86174 | 37268 | 237772 | 90377 | 237772 |
Largest Losing Trade | -125257 | -60270 | -125257 | -273960 | -173020 | -273960 |
Avg Bars in Trades | 109 | 114 | 104 | 109 | 114 | 104 |
Avg Bars in Winners | 67 | 67 | 67 | 91 | 96 | 86 |
Avg Bars in Losers | 172 | 180 | 163 | 127 | 132 | 121 |
Bars Traded | 10637 | 5503 | 5134 | 10637 | 5503 | 5134 |
Profit Streak | 62.1835 | 93.1835 | 62.1835 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309599 | 401615 | -546166 | -580720 | -580689 | -579411 |
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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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