Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709681.6782 | 656946.993 | 52734.6852 | -10669.4241 | 111126.2134 | -121795.6375 |
Total P&L (%) | 709.6817 | 656.947 | 52.7347 | -10.6694 | 111.1262 | -121.7956 |
Avg Daily Profit (%) | 0.44 | 0.4073 | 0.0327 | -0.007 | 0.0463 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -270431 | -182436 | -107443 | -342990 | -157974 | -201004 |
Profit Factor | 1.9286 | 2.403 | 1.1781 | 0.9818 | 1.371 | 0.5743 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 47.191 | 36.3636 | 57.7778 | 47.191 | 36.3636 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.1582 | 4.2052 | 0.861 | 1.0987 | 2.3992 | 0.4197 |
Largest Winning Trade | 493811 | 493811 | 41756 | 278170 | 278170 | 27315 |
Largest Losing Trade | -70269 | -44286 | -70269 | -199778 | -39292 | -199778 |
Avg Bars in Trades | 105 | 107 | 103 | 105 | 107 | 103 |
Avg Bars in Winners | 137 | 157 | 125 | 137 | 157 | 125 |
Avg Bars in Losers | 77 | 79 | 73 | 77 | 79 | 73 |
Bars Traded | 9409 | 4742 | 4667 | 9409 | 4742 | 4667 |
Profit Streak | 20.3842 | 0 | 34.0508 | 20.3842 | 0 | 34.0508 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484217 | 329137 | -174988 | -579412 | -134635 | -579162 |
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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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