Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332750.8071 | 140301.8646 | 192448.9425 | -345180.915 | -201194.7044 | -143986.2106 |
Total P&L (%) | 332.7508 | 140.3019 | 192.4489 | -345.1809 | -201.1947 | -143.9862 |
Avg Daily Profit (%) | 0.322 | 0.1358 | 0.1862 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119300 | -68363 | -109935 | -1023985 | -446890 | -820819 |
Profit Factor | 1.9373 | 1.8294 | 2.0354 | 0.8342 | 0.7534 | 0.8863 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 42 | 17 | 25 | 38 | 18 | 20 |
Losing Trades | 16 | 12 | 4 | 20 | 11 | 9 |
Profitability (%) | 72.4138 | 58.6207 | 86.2069 | 65.5172 | 62.069 | 68.9655 |
Ratio Avg Win / Avg Loss | 0.738 | 1.2914 | 0.3257 | 0.4391 | 0.4604 | 0.3988 |
Largest Winning Trade | 79851 | 79851 | 48311 | 208207 | 74726 | 208207 |
Largest Losing Trade | -109935 | -40034 | -109935 | -727534 | -227105 | -727534 |
Avg Bars in Trades | 66 | 63 | 70 | 66 | 63 | 70 |
Avg Bars in Winners | 58 | 48 | 65 | 65 | 59 | 71 |
Avg Bars in Losers | 88 | 85 | 99 | 69 | 69 | 68 |
Bars Traded | 3883 | 1837 | 2046 | 3883 | 1837 | 2046 |
Profit Streak | 3.3277 | 0 | 156.8277 | 0 | 67.0777 | 0 |
Trades During Streak | 1 | 0 | 5 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167868 | -8378 | 519950 | -758266 | -578298 | -578374 |
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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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