Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226666.6561 | 251640.2144 | -24973.5584 | -602453.265 | -125986.7333 | -476466.5318 |
Total P&L (%) | 226.6667 | 251.6402 | -24.9736 | -602.4533 | -125.9867 | -476.4665 |
Avg Daily Profit (%) | 0.181 | 0.201 | -0.0199 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -330470 | -47202 | -294513 | -682810 | -229150 | -532062 |
Profit Factor | 1.3295 | 2.3074 | 0.9496 | 0.592 | 0.7248 | 0.5323 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 59 | 28 | 31 | 27 | 15 | 12 |
Losing Trades | 26 | 14 | 12 | 58 | 27 | 31 |
Profitability (%) | 69.4118 | 66.6667 | 72.093 | 31.7647 | 35.7143 | 27.907 |
Ratio Avg Win / Avg Loss | 0.5859 | 1.1537 | 0.3676 | 1.2717 | 1.3046 | 1.3752 |
Largest Winning Trade | 56688 | 56688 | 50840 | 187046 | 152418 | 187046 |
Largest Losing Trade | -222894 | -37994 | -222894 | -402006 | -92040 | -402006 |
Avg Bars in Trades | 172 | 141 | 202 | 172 | 141 | 202 |
Avg Bars in Winners | 142 | 121 | 161 | 220 | 171 | 280 |
Avg Bars in Losers | 240 | 181 | 310 | 150 | 125 | 172 |
Bars Traded | 14680 | 5953 | 8727 | 14680 | 5953 | 8727 |
Profit Streak | 29.4956 | 29.4956 | 75.3289 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379559 | 491595 | -576490 | -585975 | -584623 | -596063 |
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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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