Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375065.1985 | 271685.6723 | 103379.5262 | -108807.3471 | 836076.7694 | -944884.1165 |
Total P&L (%) | 375.0652 | 271.6857 | 103.3795 | -108.8073 | 836.0768 | -944.8841 |
Avg Daily Profit (%) | 0.1966 | 0.1424 | 0.0542 | 0 | 0.1173 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181410 | -102121 | -128910 | -1818900 | -311076 | -1736016 |
Profit Factor | 1.3728 | 1.6105 | 1.1842 | 0.9691 | 1.7863 | 0.6163 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 92 | 42 | 50 | 59 | 34 | 25 |
Losing Trades | 47 | 28 | 19 | 80 | 36 | 44 |
Profitability (%) | 66.1871 | 60 | 72.4638 | 42.446 | 48.5714 | 36.2319 |
Ratio Avg Win / Avg Loss | 0.7013 | 1.0737 | 0.45 | 1.3141 | 1.8913 | 1.0847 |
Largest Winning Trade | 57766 | 57766 | 30998 | 296633 | 296633 | 254536 |
Largest Losing Trade | -114132 | -53176 | -114132 | -1355076 | -134433 | -1355076 |
Avg Bars in Trades | 53 | 48 | 58 | 53 | 48 | 58 |
Avg Bars in Winners | 40 | 35 | 43 | 67 | 62 | 74 |
Avg Bars in Losers | 79 | 69 | 95 | 43 | 36 | 48 |
Bars Traded | 7435 | 3422 | 4013 | 7435 | 3422 | 4013 |
Profit Streak | 35.9709 | 49.7209 | 35.9709 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376410 | -92429 | -237867 | -581680 | -127591 | -686423 |
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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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