Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442089.8847 | 283980.6261 | 158109.2586 | -336780.2852 | 1511263.4851 | -1848043.7703 |
Total P&L (%) | 442.0899 | 283.9806 | 158.1093 | -336.7803 | 1511.2635 | -1848.0438 |
Avg Daily Profit (%) | 0.2312 | 0.1485 | 0.0827 | 0 | 0.1454 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197909 | -66684 | -164039 | -4802623 | -640899 | -4609383 |
Profit Factor | 1.6748 | 2.4139 | 1.348 | 0.9709 | 1.6712 | 0.8014 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 57 | 27 | 30 | 56 | 29 | 27 |
Losing Trades | 36 | 20 | 16 | 37 | 18 | 19 |
Profitability (%) | 61.2903 | 57.4468 | 65.2174 | 60.2151 | 61.7021 | 58.6957 |
Ratio Avg Win / Avg Loss | 1.0577 | 1.7881 | 0.7189 | 0.6415 | 1.0373 | 0.564 |
Largest Winning Trade | 63097 | 63097 | 53733 | 1173203 | 560238 | 1173203 |
Largest Losing Trade | -113539 | -35809 | -113539 | -2655959 | -519204 | -2655959 |
Avg Bars in Trades | 119 | 74 | 166 | 119 | 74 | 166 |
Avg Bars in Winners | 111 | 75 | 145 | 109 | 83 | 138 |
Avg Bars in Losers | 132 | 73 | 205 | 135 | 60 | 205 |
Bars Traded | 11148 | 3505 | 7643 | 11148 | 3505 | 7643 |
Profit Streak | 43.6205 | 57.9539 | 43.6205 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470942 | 424837 | -81267 | -579205 | 186784 | -579577 |
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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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