Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344413.9547 | 287875.3645 | 56538.5902 | -975811.01 | -493122.3062 | -482688.7038 |
Total P&L (%) | 344.414 | 287.8754 | 56.5386 | -975.811 | -493.1223 | -482.6887 |
Avg Daily Profit (%) | 0.277 | 0.2315 | 0.0455 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129267 | -56089 | -129267 | -963762 | -503373 | -463823 |
Profit Factor | 1.6438 | 2.6664 | 1.1561 | 0.4495 | 0.437 | 0.4618 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 90 | 46 | 44 | 33 | 17 | 16 |
Losing Trades | 34 | 16 | 18 | 91 | 45 | 46 |
Profitability (%) | 72.5806 | 74.1935 | 70.9677 | 26.6129 | 27.4194 | 25.8065 |
Ratio Avg Win / Avg Loss | 0.621 | 0.9274 | 0.4729 | 1.2397 | 1.1566 | 1.3278 |
Largest Winning Trade | 40277 | 38467 | 40277 | 129319 | 129319 | 89892 |
Largest Losing Trade | -129267 | -35528 | -129267 | -113692 | -89763 | -113692 |
Avg Bars in Trades | 114 | 134 | 93 | 114 | 134 | 93 |
Avg Bars in Winners | 85 | 101 | 68 | 183 | 218 | 146 |
Avg Bars in Losers | 191 | 231 | 156 | 89 | 102 | 75 |
Bars Traded | 14173 | 8349 | 5824 | 14173 | 8349 | 5824 |
Profit Streak | 11.7067 | 11.7067 | 55.1234 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476497 | -140217 | -333518 | -601488 | -752721 | -759829 |
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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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