Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634011.8999 | 395795.9096 | 238215.9904 | -2040127.1342 | -512658.4006 | -1527468.7336 |
Total P&L (%) | 634.0119 | 395.7959 | 238.216 | -2040.1271 | -512.6584 | -1527.4687 |
Avg Daily Profit (%) | 0.3396 | 0.212 | 0.1276 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110955 | -66004 | -110955 | -5609132 | -1845784 | -4415994 |
Profit Factor | 2.121 | 2.5609 | 1.7635 | 0.815 | 0.889 | 0.7617 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 60 | 27 | 33 | 51 | 28 | 23 |
Losing Trades | 38 | 22 | 16 | 47 | 21 | 26 |
Profitability (%) | 61.2245 | 55.102 | 67.3469 | 52.0408 | 57.1429 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.3433 | 2.0866 | 0.855 | 0.7511 | 0.6667 | 0.861 |
Largest Winning Trade | 110281 | 110281 | 53849 | 922240 | 493744 | 922240 |
Largest Losing Trade | -110955 | -36469 | -110955 | -2714994 | -1121816 | -2714994 |
Avg Bars in Trades | 35 | 25 | 44 | 35 | 25 | 44 |
Avg Bars in Winners | 29 | 24 | 34 | 33 | 29 | 37 |
Avg Bars in Losers | 44 | 27 | 67 | 37 | 20 | 51 |
Bars Traded | 3466 | 1266 | 2200 | 3466 | 1266 | 2200 |
Profit Streak | 0 | 0 | 76.0384 | 17.5384 | 82.5384 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499299 | 491100 | -19213 | -579684 | -578516 | -581872 |
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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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