Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451711.0171 | 437286.3955 | 14424.6216 | -121562.0445 | 18787.0722 | -140349.1167 |
Total P&L (%) | 451.711 | 437.2864 | 14.4246 | -121.562 | 18.7871 | -140.3491 |
Avg Daily Profit (%) | 0.2826 | 0.2735 | 0.009 | 0 | 0.0108 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -282489 | -184905 | -168078 | -274236 | -65562 | -248138 |
Profit Factor | 1.5704 | 2.105 | 1.0364 | 0.7207 | 1.1225 | 0.5021 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 23 | 26 | 33 | 17 | 16 |
Losing Trades | 34 | 18 | 16 | 50 | 24 | 26 |
Profitability (%) | 59.0361 | 56.0976 | 61.9048 | 39.759 | 41.4634 | 38.0952 |
Ratio Avg Win / Avg Loss | 1.0897 | 1.6474 | 0.6378 | 1.092 | 1.5847 | 0.8159 |
Largest Winning Trade | 401517 | 401517 | 33980 | 75558 | 46791 | 75558 |
Largest Losing Trade | -118307 | -45760 | -118307 | -137799 | -30804 | -137799 |
Avg Bars in Trades | 56 | 68 | 44 | 56 | 68 | 44 |
Avg Bars in Winners | 50 | 61 | 40 | 62 | 76 | 48 |
Avg Bars in Losers | 64 | 77 | 50 | 52 | 63 | 42 |
Bars Traded | 4675 | 2811 | 1862 | 4675 | 2811 | 1862 |
Profit Streak | 55.8065 | 79.4731 | 55.8065 | 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 | 403791 | 490910 | -388894 | -584371 | -274129 | -585364 |
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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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