Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756497.3315 | 736007.2308 | 20490.1007 | -2596174.7695 | 468632.3981 | -3064807.1676 |
Total P&L (%) | 756.4973 | 736.0072 | 20.4901 | -2596.1748 | 468.6324 | -3064.8072 |
Avg Daily Profit (%) | 0.3908 | 0.3802 | 0.0106 | 0 | 0.0898 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247188 | -82338 | -195133 | -6934598 | -2676837 | -5050304 |
Profit Factor | 1.9225 | 3.0797 | 1.044 | 0.835 | 1.0716 | 0.6667 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 56 | 24 | 32 | 57 | 34 | 23 |
Losing Trades | 55 | 32 | 23 | 54 | 22 | 32 |
Profitability (%) | 50.4505 | 42.8571 | 58.1818 | 51.3514 | 60.7143 | 41.8182 |
Ratio Avg Win / Avg Loss | 1.8881 | 4.1063 | 0.7503 | 0.7911 | 0.6934 | 0.9275 |
Largest Winning Trade | 577714 | 577714 | 43550 | 1414087 | 847481 | 1414087 |
Largest Losing Trade | -189486 | -51559 | -189486 | -2062535 | -1062527 | -2062535 |
Avg Bars in Trades | 102 | 91 | 113 | 102 | 91 | 113 |
Avg Bars in Winners | 127 | 115 | 135 | 83 | 81 | 87 |
Avg Bars in Losers | 77 | 73 | 83 | 122 | 107 | 132 |
Bars Traded | 11375 | 5120 | 6255 | 11375 | 5120 | 6255 |
Profit Streak | 0 | 0 | 0 | 81.6915 | 81.6915 | 84.3582 |
Trades During Streak | 0 | 0 | 0 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492195 | -167371 | -538096 | -578803 | -393775 | -762650 |
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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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