Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442223.9611 | 307139.1451 | 135084.816 | 131741.952 | -144414.3337 | 276156.2856 |
Total P&L (%) | 442.224 | 307.1391 | 135.0848 | 131.742 | -144.4143 | 276.1563 |
Avg Daily Profit (%) | 0.2302 | 0.1599 | 0.0703 | 0.0438 | 0 | 0.069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126246 | -93385 | -94882 | -1143133 | -717698 | -576084 |
Profit Factor | 1.7149 | 2.1842 | 1.3761 | 1.0369 | 0.9214 | 1.1595 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 60 | 50 | 69.7674 | 60 | 50 | 69.7674 |
Ratio Avg Win / Avg Loss | 1.1433 | 2.1842 | 0.5963 | 0.6913 | 0.9214 | 0.5024 |
Largest Winning Trade | 108439 | 108439 | 58468 | 472056 | 472056 | 314598 |
Largest Losing Trade | -67730 | -32893 | -67730 | -508283 | -438570 | -508283 |
Avg Bars in Trades | 86 | 89 | 83 | 86 | 89 | 83 |
Avg Bars in Winners | 91 | 92 | 90 | 91 | 92 | 90 |
Avg Bars in Losers | 80 | 87 | 68 | 80 | 87 | 68 |
Bars Traded | 7378 | 3775 | 3603 | 7378 | 3775 | 3603 |
Profit Streak | 0 | 59.6572 | 0 | 0 | 59.6572 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425510 | 448364 | -97538 | -314241 | -579757 | -144952 |
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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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