Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687598.7123 | 612883.1624 | 74715.5498 | -235279.5998 | 1330857.5668 | -1566137.1665 |
Total P&L (%) | 687.5987 | 612.8832 | 74.7156 | -235.2796 | 1330.8576 | -1566.1372 |
Avg Daily Profit (%) | 0.2892 | 0.2578 | 0.0314 | 0 | 0.112 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194578 | -128098 | -144875 | -1322687 | -257854 | -1694614 |
Profit Factor | 1.6733 | 2.2769 | 1.1381 | 0.9221 | 2.6829 | 0.2971 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 62 | 29 | 33 | 57 | 33 | 24 |
Losing Trades | 54 | 29 | 25 | 59 | 25 | 34 |
Profitability (%) | 53.4483 | 50 | 56.8966 | 49.1379 | 56.8966 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.4574 | 2.2769 | 0.8622 | 0.9544 | 2.0325 | 0.421 |
Largest Winning Trade | 214795 | 214795 | 53589 | 695600 | 695600 | 106106 |
Largest Losing Trade | -113290 | -60684 | -113290 | -1297728 | -211377 | -1297728 |
Avg Bars in Trades | 58 | 68 | 49 | 58 | 68 | 49 |
Avg Bars in Winners | 61 | 65 | 57 | 63 | 76 | 44 |
Avg Bars in Losers | 56 | 71 | 38 | 54 | 57 | 52 |
Bars Traded | 6831 | 3982 | 2849 | 6831 | 3982 | 2849 |
Profit Streak | 119.6501 | 119.6501 | 301.3168 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468029 | -166231 | -398986 | -580805 | -217135 | -764185 |
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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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