Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425333.0231 | 413986.8118 | 11346.2114 | -54115.7823 | 417810.712 | -471926.4942 |
Total P&L (%) | 425.333 | 413.9868 | 11.3462 | -54.1158 | 417.8107 | -471.9265 |
Avg Daily Profit (%) | 0.222 | 0.2161 | 0.0059 | -0.0407 | 0.0859 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168951 | -111903 | -115050 | -591646 | -187071 | -524777 |
Profit Factor | 1.5301 | 1.9463 | 1.0311 | 0.9537 | 2.0667 | 0.3936 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 56.4706 | 50 | 62.7907 | 56.4706 | 50 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.1795 | 1.9463 | 0.611 | 0.7352 | 2.0667 | 0.2332 |
Largest Winning Trade | 244428 | 244428 | 36540 | 238432 | 238432 | 73262 |
Largest Losing Trade | -65274 | -58707 | -65274 | -396280 | -76303 | -396280 |
Avg Bars in Trades | 43 | 72 | 15 | 43 | 72 | 15 |
Avg Bars in Winners | 30 | 53 | 13 | 30 | 53 | 13 |
Avg Bars in Losers | 60 | 92 | 18 | 60 | 92 | 18 |
Bars Traded | 3726 | 3055 | 672 | 3726 | 3055 | 672 |
Profit Streak | 13.5819 | 0 | 217.5819 | 13.5819 | 0 | 217.5819 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394791 | 413936 | -493421 | -579110 | -74348 | -577408 |
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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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