Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241024.1808 | 299568.7619 | -58544.5812 | -355592.5249 | 198905.8462 | -554498.3711 |
Total P&L (%) | 241.0242 | 299.5688 | -58.5446 | -355.5925 | 198.9058 | -554.4984 |
Avg Daily Profit (%) | 0.1287 | 0.16 | -0.0313 | 0 | 0.0585 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231964 | -80901 | -257248 | -1583574 | -508711 | -1136385 |
Profit Factor | 1.2818 | 1.8635 | 0.8848 | 0.9005 | 1.1355 | 0.7365 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 49 | 26 | 23 | 50 | 24 | 26 |
Losing Trades | 34 | 16 | 18 | 33 | 18 | 15 |
Profitability (%) | 59.0361 | 61.9048 | 56.0976 | 60.241 | 57.1429 | 63.4146 |
Ratio Avg Win / Avg Loss | 0.8894 | 1.1468 | 0.6925 | 0.5943 | 0.8516 | 0.4249 |
Largest Winning Trade | 164490 | 164490 | 56658 | 374390 | 374390 | 153524 |
Largest Losing Trade | -189107 | -52595 | -189107 | -904595 | -363264 | -904595 |
Avg Bars in Trades | 64 | 50 | 79 | 64 | 50 | 79 |
Avg Bars in Winners | 57 | 45 | 70 | 66 | 53 | 78 |
Avg Bars in Losers | 75 | 58 | 91 | 62 | 47 | 80 |
Bars Traded | 5380 | 2128 | 3253 | 5380 | 2128 | 3253 |
Profit Streak | 32.8237 | 32.8237 | 77.1571 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21692 | 425959 | -578987 | -580450 | -186990 | -579003 |
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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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