Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461329.8442 | 444520.0786 | 16809.7656 | -1540610.6094 | 3296459.8798 | -4837070.4892 |
Total P&L (%) | 461.3298 | 444.5201 | 16.8098 | -1540.6106 | 3296.4599 | -4837.0705 |
Avg Daily Profit (%) | 0.2378 | 0.2292 | 0.0087 | 0 | 0.1819 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220823 | -95676 | -217817 | -4357382 | -556903 | -5412484 |
Profit Factor | 1.631 | 2.6413 | 1.0365 | 0.8415 | 2.5959 | 0.3683 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 20 | 20 | 55 | 30 | 25 |
Losing Trades | 48 | 24 | 24 | 33 | 14 | 19 |
Profitability (%) | 45.4545 | 45.4545 | 45.4545 | 62.5 | 68.1818 | 56.8182 |
Ratio Avg Win / Avg Loss | 1.9572 | 3.1696 | 1.2438 | 0.5049 | 1.2114 | 0.2799 |
Largest Winning Trade | 152507 | 152507 | 65738 | 1425248 | 1425248 | 465955 |
Largest Losing Trade | -167121 | -27127 | -167121 | -3943719 | -355900 | -3943719 |
Avg Bars in Trades | 84 | 73 | 95 | 84 | 73 | 95 |
Avg Bars in Winners | 120 | 94 | 146 | 72 | 66 | 78 |
Avg Bars in Losers | 54 | 55 | 53 | 105 | 88 | 118 |
Bars Traded | 7456 | 3234 | 4221 | 7456 | 3234 | 4221 |
Profit Streak | 182.3704 | 182.3704 | 319.6204 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393777 | 452012 | -370941 | -578644 | 508950 | -579835 |
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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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