Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450510.1433 | 445185.8727 | 5324.2705 | -569590.9368 | 2965528.6235 | -3535119.5603 |
Total P&L (%) | 450.5101 | 445.1859 | 5.3243 | -569.5909 | 2965.5286 | -3535.1196 |
Avg Daily Profit (%) | 0.2279 | 0.2252 | 0.0027 | 0 | 0.1733 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142890 | -87898 | -234996 | -4096650 | -394534 | -4787274 |
Profit Factor | 1.6311 | 3.1939 | 1.0104 | 0.917 | 4.7662 | 0.4184 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 28 | 14 | 14 | 38 | 24 | 14 |
Losing Trades | 35 | 17 | 18 | 25 | 7 | 18 |
Profitability (%) | 44.4444 | 45.1613 | 43.75 | 60.3175 | 77.4194 | 43.75 |
Ratio Avg Win / Avg Loss | 2.0389 | 3.8783 | 1.2991 | 0.6033 | 1.3901 | 0.5379 |
Largest Winning Trade | 110318 | 110318 | 70369 | 926791 | 926791 | 611882 |
Largest Losing Trade | -142890 | -36847 | -142890 | -2524729 | -330431 | -2524729 |
Avg Bars in Trades | 90 | 59 | 119 | 90 | 59 | 119 |
Avg Bars in Winners | 116 | 70 | 162 | 87 | 62 | 128 |
Avg Bars in Losers | 68 | 51 | 85 | 94 | 50 | 111 |
Bars Traded | 5671 | 1853 | 3818 | 5671 | 1853 | 3818 |
Profit Streak | 480.2033 | 0 | 492.5366 | 0 | 636.2033 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141905 | 432680 | -565936 | -730440 | 690660 | -583240 |
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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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