Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153661.7078 | 206616.5668 | -52954.859 | -284497.0939 | -68551.6843 | -215945.4096 |
Total P&L (%) | 153.6617 | 206.6166 | -52.9549 | -284.4971 | -68.5517 | -215.9454 |
Avg Daily Profit (%) | 0.1229 | 0.1652 | -0.0423 | 0 | -0.0924 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95004 | -55692 | -101850 | -176713 | -88711 | -94878 |
Profit Factor | 1.27 | 2.1504 | 0.864 | 0.4518 | 0.6137 | 0.3676 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 70 | 34 | 36 | 18 | 10 | 8 |
Losing Trades | 19 | 10 | 9 | 71 | 34 | 37 |
Profitability (%) | 78.6517 | 77.2727 | 80 | 20.2247 | 22.7273 | 17.7778 |
Ratio Avg Win / Avg Loss | 0.3447 | 0.6325 | 0.216 | 1.782 | 2.0867 | 1.7003 |
Largest Winning Trade | 26086 | 26086 | 22985 | 80675 | 59356 | 80675 |
Largest Losing Trade | -179658 | -55692 | -179658 | -179658 | -21881 | -179658 |
Avg Bars in Trades | 53 | 61 | 46 | 53 | 61 | 46 |
Avg Bars in Winners | 28 | 32 | 25 | 143 | 159 | 123 |
Avg Bars in Losers | 144 | 159 | 129 | 30 | 32 | 29 |
Bars Traded | 4758 | 2686 | 2072 | 4758 | 2686 | 2072 |
Profit Streak | 42.4001 | 92.9001 | 42.4001 | 0 | 0 | 0 |
Trades During Streak | 8 | 5 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24909 | 492234 | -575322 | -628624 | -617773 | -639858 |
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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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