Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616711.837 | 530196.6911 | 86515.1459 | -1239088.2468 | -407921.3552 | -831166.8916 |
Total P&L (%) | 616.7118 | 530.1967 | 86.5151 | -1239.0882 | -407.9214 | -831.1669 |
Avg Daily Profit (%) | 0.3306 | 0.2843 | 0.0464 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150430 | -110572 | -144829 | -3419746 | -1882811 | -1691119 |
Profit Factor | 1.7761 | 2.3452 | 1.216 | 0.7476 | 0.8372 | 0.6541 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 64 | 33 | 31 | 49 | 25 | 24 |
Losing Trades | 49 | 24 | 25 | 64 | 32 | 32 |
Profitability (%) | 56.6372 | 57.8947 | 55.3571 | 43.3628 | 43.8596 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.3598 | 1.7056 | 0.9806 | 0.9764 | 1.0716 | 0.8721 |
Largest Winning Trade | 272075 | 272075 | 53044 | 978655 | 722226 | 978655 |
Largest Losing Trade | -144829 | -49978 | -144829 | -453407 | -453407 | -423248 |
Avg Bars in Trades | 63 | 53 | 73 | 63 | 53 | 73 |
Avg Bars in Winners | 70 | 61 | 80 | 55 | 46 | 64 |
Avg Bars in Losers | 54 | 43 | 64 | 69 | 59 | 79 |
Bars Traded | 7179 | 3073 | 4106 | 7179 | 3073 | 4106 |
Profit Streak | 12.9211 | 12.9211 | 16.4211 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491500 | -165197 | -311844 | -583058 | -761554 | -763611 |
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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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