Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 711281.7478 | 449047.4596 | 262234.2882 | -2516419.6566 | -152175.3754 | -2364244.2813 |
Total P&L (%) | 711.2817 | 449.0475 | 262.2343 | -2516.4197 | -152.1754 | -2364.2443 |
Avg Daily Profit (%) | 0.3805 | 0.2402 | 0.1403 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110955 | -52929 | -110955 | -5909659 | -1735404 | -4999271 |
Profit Factor | 2.1992 | 2.7569 | 1.7769 | 0.7906 | 0.9668 | 0.6816 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 58 | 25 | 33 | 49 | 25 | 24 |
Losing Trades | 40 | 24 | 16 | 49 | 24 | 25 |
Profitability (%) | 59.1837 | 51.0204 | 67.3469 | 50 | 51.0204 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.5167 | 2.6466 | 0.8616 | 0.7906 | 0.9282 | 0.71 |
Largest Winning Trade | 110281 | 110281 | 65814 | 989740 | 485316 | 989740 |
Largest Losing Trade | -110955 | -36070 | -110955 | -2475529 | -1185478 | -2475529 |
Avg Bars in Trades | 35 | 24 | 46 | 35 | 24 | 46 |
Avg Bars in Winners | 29 | 21 | 35 | 35 | 34 | 37 |
Avg Bars in Losers | 44 | 28 | 68 | 35 | 14 | 54 |
Bars Traded | 3463 | 1203 | 2260 | 3463 | 1203 | 2260 |
Profit Streak | 0 | 0 | 78.0857 | 17.0857 | 84.5857 | 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 | 547791 | 494347 | -2284 | -579946 | -579310 | -581078 |
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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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