Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361110.0306 | 297499.3049 | 63610.7257 | -115998.995 | 124485.4871 | -240484.4821 |
Total P&L (%) | 361.11 | 297.4993 | 63.6107 | -115.999 | 124.4855 | -240.4845 |
Avg Daily Profit (%) | 0.1938 | 0.1596 | 0.0341 | 0 | 0.0434 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164461 | -97244 | -130080 | -278651 | -54741 | -254041 |
Profit Factor | 1.5638 | 1.9987 | 1.1856 | 0.7704 | 1.93 | 0.3523 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 64 | 31 | 33 | 48 | 23 | 25 |
Losing Trades | 25 | 13 | 12 | 41 | 21 | 20 |
Profitability (%) | 71.9101 | 70.4545 | 73.3333 | 53.9326 | 52.2727 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.6108 | 0.8382 | 0.4311 | 0.658 | 1.7622 | 0.2819 |
Largest Winning Trade | 70803 | 70803 | 36874 | 108850 | 108850 | 21440 |
Largest Losing Trade | -105007 | -53001 | -105007 | -226613 | -51373 | -226613 |
Avg Bars in Trades | 60 | 72 | 47 | 60 | 72 | 47 |
Avg Bars in Winners | 32 | 43 | 22 | 41 | 54 | 29 |
Avg Bars in Losers | 130 | 141 | 118 | 81 | 92 | 70 |
Bars Traded | 5353 | 3194 | 2159 | 5353 | 3194 | 2159 |
Profit Streak | 19.1972 | 0 | 134.8639 | 0 | 53.1972 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 414407 | 396214 | -161229 | -580030 | -130359 | -579991 |
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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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