Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 277393.7982 | 81923.4753 | 195470.3229 | -533043.4397 | -82358.0546 | -450685.3851 |
Total P&L (%) | 277.3938 | 81.9235 | 195.4703 | -533.0434 | -82.3581 | -450.6854 |
Avg Daily Profit (%) | 0.1662 | 0.0491 | 0.1171 | 0 | -0.1039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167433 | -34812 | -165777 | -581325 | -133359 | -576911 |
Profit Factor | 1.4901 | 1.6689 | 1.4408 | 0.6706 | 0.7614 | 0.646 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 79 | 37 | 42 | 44 | 25 | 19 |
Losing Trades | 44 | 25 | 19 | 79 | 37 | 42 |
Profitability (%) | 64.2276 | 59.6774 | 68.8525 | 35.7724 | 40.3226 | 31.1475 |
Ratio Avg Win / Avg Loss | 0.8299 | 1.1276 | 0.6518 | 1.204 | 1.1269 | 1.4279 |
Largest Winning Trade | 55570 | 28447 | 55570 | 345115 | 34124 | 345115 |
Largest Losing Trade | -146854 | -15050 | -146854 | -217758 | -49104 | -217758 |
Avg Bars in Trades | 52 | 7 | 99 | 52 | 7 | 99 |
Avg Bars in Winners | 51 | 7 | 91 | 51 | 6 | 110 |
Avg Bars in Losers | 54 | 6 | 117 | 53 | 7 | 94 |
Bars Traded | 6499 | 438 | 6061 | 6499 | 438 | 6061 |
Profit Streak | 128.1436 | 185.3936 | 128.1436 | 0 | 0 | 0 |
Trades During Streak | 9 | 7 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382853 | -276481 | -195199 | -584318 | -737055 | -748400 |
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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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