Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 283588.2644 | 296165.403 | -12577.1387 | -389011.8243 | 107314.5013 | -496326.3256 |
Total P&L (%) | 283.5883 | 296.1654 | -12.5771 | -389.0118 | 107.3145 | -496.3263 |
Avg Daily Profit (%) | 0.1518 | 0.1585 | -0.0067 | 0 | 0.039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224092 | -109067 | -228161 | -2132099 | -763191 | -1933943 |
Profit Factor | 1.3633 | 1.8273 | 0.9702 | 0.9206 | 1.0528 | 0.827 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 60 | 30 | 30 | 58 | 29 | 29 |
Losing Trades | 31 | 15 | 16 | 33 | 16 | 17 |
Profitability (%) | 65.9341 | 66.6667 | 65.2174 | 63.7363 | 64.4444 | 63.0435 |
Ratio Avg Win / Avg Loss | 0.7044 | 0.9136 | 0.5175 | 0.5238 | 0.5809 | 0.4848 |
Largest Winning Trade | 91611 | 91611 | 37268 | 522542 | 176678 | 522542 |
Largest Losing Trade | -162301 | -70231 | -162301 | -1799636 | -427288 | -1799636 |
Avg Bars in Trades | 118 | 130 | 106 | 118 | 130 | 106 |
Avg Bars in Winners | 73 | 81 | 66 | 100 | 110 | 90 |
Avg Bars in Losers | 205 | 230 | 182 | 150 | 168 | 134 |
Bars Traded | 10786 | 5888 | 4898 | 10786 | 5888 | 4898 |
Profit Streak | 21.9364 | 0 | 67.6031 | 0 | 55.7698 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329352 | 366555 | -577761 | -578476 | -302345 | -579013 |
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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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