Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228426.2689 | 230375.6919 | -1949.423 | -647573.8338 | -248430.0971 | -399143.7366 |
Total P&L (%) | 228.4263 | 230.3757 | -1.9494 | -647.5738 | -248.4301 | -399.1437 |
Avg Daily Profit (%) | 0.1841 | 0.1856 | -0.0016 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87404 | -48813 | -90788 | -529511 | -259643 | -309645 |
Profit Factor | 1.4318 | 2.4733 | 0.9948 | 0.4822 | 0.5555 | 0.4229 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 69 | 34 | 35 | 17 | 9 | 8 |
Losing Trades | 18 | 9 | 9 | 70 | 34 | 36 |
Profitability (%) | 79.3103 | 79.0698 | 79.5455 | 19.5402 | 20.9302 | 18.1818 |
Ratio Avg Win / Avg Loss | 0.3735 | 0.6547 | 0.2558 | 1.9854 | 2.0987 | 1.9029 |
Largest Winning Trade | 28026 | 28026 | 22547 | 225217 | 225217 | 71601 |
Largest Losing Trade | -161964 | -48813 | -161964 | -161964 | -85520 | -161964 |
Avg Bars in Trades | 161 | 181 | 142 | 161 | 181 | 142 |
Avg Bars in Winners | 92 | 102 | 82 | 422 | 480 | 357 |
Avg Bars in Losers | 427 | 480 | 374 | 98 | 102 | 94 |
Bars Traded | 14069 | 7809 | 6260 | 14069 | 7809 | 6260 |
Profit Streak | 33.8324 | 83.3324 | 33.8324 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450693 | 526272 | -575895 | -631646 | -625701 | -638084 |
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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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