Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280503.3941 | 68550.2656 | 211953.1286 | -216629.9586 | 7065.7768 | -223695.7354 |
Total P&L (%) | 280.5034 | 68.5503 | 211.9531 | -216.63 | 7.0658 | -223.6957 |
Avg Daily Profit (%) | 0.1677 | 0.041 | 0.1268 | 0 | 0.0041 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215090 | -111206 | -133723 | -268534 | -33065 | -271149 |
Profit Factor | 1.509 | 1.2523 | 1.7587 | 0.5637 | 1.0511 | 0.3755 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 65 | 29 | 36 | 19 | 13 | 6 |
Losing Trades | 19 | 13 | 6 | 65 | 29 | 36 |
Profitability (%) | 77.381 | 69.0476 | 85.7143 | 22.619 | 30.9524 | 14.2857 |
Ratio Avg Win / Avg Loss | 0.4411 | 0.5614 | 0.2931 | 1.9283 | 2.3448 | 2.253 |
Largest Winning Trade | 45431 | 32097 | 45431 | 54827 | 37448 | 54827 |
Largest Losing Trade | -117810 | -57062 | -117810 | -163765 | -16451 | -163765 |
Avg Bars in Trades | 117 | 145 | 89 | 117 | 145 | 89 |
Avg Bars in Winners | 70 | 80 | 61 | 252 | 273 | 208 |
Avg Bars in Losers | 277 | 288 | 252 | 77 | 87 | 69 |
Bars Traded | 9845 | 6097 | 3748 | 9845 | 6097 | 3748 |
Profit Streak | 94.2816 | 94.2816 | 331.2816 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454172 | -136245 | -17291 | -618084 | -523710 | -655271 |
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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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