Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305522.377 | 60966.271 | 244556.106 | -192947.2323 | 26217.6936 | -219164.9259 |
Total P&L (%) | 305.5224 | 60.9663 | 244.5561 | -192.9472 | 26.2177 | -219.1649 |
Avg Daily Profit (%) | 0.2049 | 0.0409 | 0.164 | 0 | 0.0156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149629 | -28998 | -134914 | -1220001 | -138834 | -1162390 |
Profit Factor | 1.7707 | 1.6361 | 1.8136 | 0.9 | 1.0829 | 0.8642 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 73 | 36 | 37 | 46 | 23 | 23 |
Losing Trades | 24 | 13 | 11 | 51 | 26 | 25 |
Profitability (%) | 75.2577 | 73.4694 | 77.0833 | 47.4227 | 46.9388 | 47.9167 |
Ratio Avg Win / Avg Loss | 0.5822 | 0.5908 | 0.5392 | 0.9979 | 1.2241 | 0.9393 |
Largest Winning Trade | 39710 | 10562 | 39710 | 298720 | 45848 | 298720 |
Largest Losing Trade | -105631 | -19793 | -105631 | -958162 | -91954 | -958162 |
Avg Bars in Trades | 28 | 3 | 54 | 28 | 3 | 54 |
Avg Bars in Winners | 19 | 1 | 36 | 37 | 3 | 72 |
Avg Bars in Losers | 56 | 7 | 114 | 19 | 2 | 37 |
Bars Traded | 2751 | 152 | 2599 | 2751 | 152 | 2599 |
Profit Streak | 67.3265 | 244.8265 | 0 | 0 | 0 | 108.8265 |
Trades During Streak | 1 | 10 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464029 | -133635 | 416731 | -581244 | -305590 | -580937 |
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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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