Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413972.2134 | 384988.4244 | 28983.789 | -786116.3281 | 102765.9991 | -888882.3272 |
Total P&L (%) | 413.9722 | 384.9884 | 28.9838 | -786.1163 | 102.766 | -888.8823 |
Avg Daily Profit (%) | 0.3312 | 0.308 | 0.0232 | 0 | 0.0566 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153779 | -54413 | -136817 | -2042284 | -748063 | -1528335 |
Profit Factor | 1.8775 | 3.1043 | 1.1004 | 0.8285 | 1.0524 | 0.661 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 99 | 48 | 51 | 29 | 15 | 14 |
Losing Trades | 25 | 14 | 11 | 95 | 47 | 48 |
Profitability (%) | 79.8387 | 77.4194 | 82.2581 | 23.3871 | 24.1935 | 22.5806 |
Ratio Avg Win / Avg Loss | 0.4741 | 0.9054 | 0.2373 | 2.714 | 3.2975 | 2.2664 |
Largest Winning Trade | 270449 | 270449 | 29289 | 633988 | 633988 | 446176 |
Largest Losing Trade | -136817 | -53148 | -136817 | -958189 | -143049 | -958189 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 14 | 13 | 15 | 62 | 72 | 51 |
Avg Bars in Losers | 84 | 94 | 71 | 18 | 18 | 17 |
Bars Traded | 3543 | 1971 | 1572 | 3543 | 1971 | 1572 |
Profit Streak | 38.7421 | 90.7421 | 38.7421 | 0 | 0 | 0 |
Trades During Streak | 10 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 574808 | -137440 | -425151 | -614317 | -466990 | -772658 |
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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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