Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 268840.2815 | 161457.8236 | 107382.4578 | -605277.6502 | -188740.634 | -416537.0162 |
Total P&L (%) | 268.8403 | 161.4578 | 107.3825 | -605.2777 | -188.7406 | -416.537 |
Avg Daily Profit (%) | 0.2631 | 0.158 | 0.1051 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56366 | -66082 | -31847 | -474255 | -256625 | -285514 |
Profit Factor | 1.6631 | 1.8297 | 1.5093 | 0.4206 | 0.6245 | 0.2315 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 18 | 24 | 16 | 11 | 5 |
Losing Trades | 17 | 11 | 6 | 43 | 18 | 25 |
Profitability (%) | 71.1864 | 62.069 | 80 | 27.1186 | 37.931 | 16.6667 |
Ratio Avg Win / Avg Loss | 0.6732 | 1.1181 | 0.3773 | 1.1304 | 1.0219 | 1.1576 |
Largest Winning Trade | 61143 | 61143 | 26196 | 132106 | 132106 | 83721 |
Largest Losing Trade | -131022 | -55429 | -131022 | -158534 | -158534 | -131022 |
Avg Bars in Trades | 99 | 119 | 81 | 99 | 119 | 81 |
Avg Bars in Winners | 54 | 47 | 60 | 212 | 236 | 161 |
Avg Bars in Losers | 211 | 236 | 166 | 57 | 47 | 65 |
Bars Traded | 5897 | 3451 | 2446 | 5897 | 3451 | 2446 |
Profit Streak | 16.1684 | 0 | 36.5018 | 0 | 55.6684 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167644 | 400753 | -48607 | -779365 | -583298 | -645702 |
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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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