Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204676.1734 | 243425.4628 | -38749.2894 | -302039.5906 | -69995.6305 | -232043.9601 |
Total P&L (%) | 204.6762 | 243.4255 | -38.7493 | -302.0396 | -69.9956 | -232.044 |
Avg Daily Profit (%) | 0.1635 | 0.1944 | -0.031 | 0 | -0.0961 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165807 | -54000 | -189997 | -394499 | -151018 | -354468 |
Profit Factor | 1.3825 | 2.6233 | 0.8994 | 0.6069 | 0.7091 | 0.5603 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 56 | 27 | 29 | 29 | 16 | 13 |
Losing Trades | 28 | 15 | 13 | 55 | 26 | 29 |
Profitability (%) | 66.6667 | 64.2857 | 69.0476 | 34.5238 | 38.0952 | 30.9524 |
Ratio Avg Win / Avg Loss | 0.6913 | 1.4574 | 0.4032 | 1.151 | 1.1522 | 1.2499 |
Largest Winning Trade | 63894 | 63894 | 30635 | 187093 | 71401 | 187093 |
Largest Losing Trade | -157325 | -27042 | -157325 | -288143 | -50171 | -288143 |
Avg Bars in Trades | 42 | 45 | 39 | 42 | 45 | 39 |
Avg Bars in Winners | 30 | 34 | 26 | 61 | 62 | 60 |
Avg Bars in Losers | 67 | 65 | 69 | 32 | 35 | 30 |
Bars Traded | 3581 | 1911 | 1670 | 3581 | 1911 | 1670 |
Profit Streak | 72.0244 | 100.3577 | 72.0244 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 373326 | 529810 | -577298 | -584905 | -583697 | -586475 |
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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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