Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413966.659 | 302686.8978 | 111279.7612 | -418119.3275 | -13592.3317 | -404526.9958 |
Total P&L (%) | 413.9667 | 302.6869 | 111.2798 | -418.1193 | -13.5923 | -404.527 |
Avg Daily Profit (%) | 0.2179 | 0.1593 | 0.0586 | 0 | -0.0077 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190029 | -66978 | -207646 | -557554 | -154218 | -470496 |
Profit Factor | 1.7763 | 2.5525 | 1.329 | 0.5547 | 0.9565 | 0.3543 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 55 | 25 | 30 | 31 | 19 | 12 |
Losing Trades | 29 | 17 | 12 | 53 | 23 | 30 |
Profitability (%) | 65.4762 | 59.5238 | 71.4286 | 36.9048 | 45.2381 | 28.5714 |
Ratio Avg Win / Avg Loss | 0.9366 | 1.7357 | 0.5316 | 0.9484 | 1.1579 | 0.8857 |
Largest Winning Trade | 116347 | 116347 | 38815 | 78438 | 62614 | 78438 |
Largest Losing Trade | -124880 | -48548 | -124880 | -198171 | -45063 | -198171 |
Avg Bars in Trades | 65 | 70 | 59 | 65 | 70 | 59 |
Avg Bars in Winners | 46 | 55 | 39 | 89 | 87 | 92 |
Avg Bars in Losers | 100 | 93 | 110 | 51 | 56 | 46 |
Bars Traded | 5485 | 2971 | 2514 | 5485 | 2971 | 2514 |
Profit Streak | 21.9131 | 0 | 146.5798 | 0 | 92.9131 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411217 | 483039 | -111904 | -585646 | -579960 | -594808 |
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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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