Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390662.3808 | 358501.992 | 32160.3888 | -104266.8995 | -133856.663 | 29589.7635 |
Total P&L (%) | 390.6624 | 358.502 | 32.1604 | -104.2669 | -133.8567 | 29.5898 |
Avg Daily Profit (%) | 0.2089 | 0.1917 | 0.0172 | 0 | 0 | 0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176221 | -168682 | -115553 | -570122 | -583210 | -151544 |
Profit Factor | 1.5595 | 1.7918 | 1.131 | 0.9034 | 0.8307 | 1.1024 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 89 | 47 | 42 | 67 | 33 | 34 |
Losing Trades | 40 | 17 | 23 | 62 | 31 | 31 |
Profitability (%) | 68.9922 | 73.4375 | 64.6154 | 51.938 | 51.5625 | 52.3077 |
Ratio Avg Win / Avg Loss | 0.7009 | 0.6481 | 0.6194 | 0.836 | 0.7803 | 1.0051 |
Largest Winning Trade | 155558 | 155558 | 46029 | 121874 | 121874 | 120094 |
Largest Losing Trade | -100926 | -62037 | -100926 | -351041 | -351041 | -82738 |
Avg Bars in Trades | 54 | 96 | 13 | 54 | 96 | 13 |
Avg Bars in Winners | 22 | 33 | 9 | 35 | 60 | 11 |
Avg Bars in Losers | 126 | 268 | 20 | 74 | 134 | 15 |
Bars Traded | 7027 | 6158 | 869 | 7027 | 6158 | 869 |
Profit Streak | 91.3134 | 91.3134 | 165.3134 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436250 | -126568 | -378903 | -580184 | -719755 | -416447 |
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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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