Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282819.6522 | 285832.1753 | -3012.5231 | -691624.0478 | -142581.7017 | -549042.3461 |
Total P&L (%) | 282.8197 | 285.8322 | -3.0125 | -691.624 | -142.5817 | -549.0423 |
Avg Daily Profit (%) | 0.1513 | 0.1529 | -0.0016 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206275 | -108626 | -200453 | -1231053 | -659493 | -956102 |
Profit Factor | 1.3669 | 1.8943 | 0.9933 | 0.7715 | 0.8932 | 0.6755 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 67 | 33 | 34 | 55 | 26 | 29 |
Losing Trades | 22 | 11 | 11 | 34 | 18 | 16 |
Profitability (%) | 75.2809 | 75 | 75.5556 | 61.7978 | 59.0909 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.4488 | 0.6314 | 0.3214 | 0.4769 | 0.6184 | 0.3727 |
Largest Winning Trade | 58637 | 58637 | 39033 | 291749 | 268015 | 291749 |
Largest Losing Trade | -181665 | -64450 | -181665 | -808575 | -224650 | -808575 |
Avg Bars in Trades | 40 | 44 | 36 | 40 | 44 | 36 |
Avg Bars in Winners | 24 | 23 | 24 | 31 | 33 | 30 |
Avg Bars in Losers | 89 | 106 | 72 | 54 | 60 | 46 |
Bars Traded | 3585 | 1957 | 1628 | 3585 | 1957 | 1628 |
Profit Streak | 69.2751 | 98.7751 | 69.2751 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405163 | 442606 | -576430 | -578733 | -579541 | -578839 |
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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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