Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795230.6267 | 623430.3754 | 171800.2513 | -1567078.2284 | -786310.9232 | -780767.3052 |
Total P&L (%) | 795.2306 | 623.4304 | 171.8003 | -1567.0782 | -786.3109 | -780.7673 |
Avg Daily Profit (%) | 0.4144 | 0.3249 | 0.0895 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157500 | -81436 | -183649 | -1573958 | -795764 | -781061 |
Profit Factor | 1.8514 | 2.6492 | 1.309 | 0.6528 | 0.6457 | 0.6598 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 83 | 38 | 45 | 46 | 27 | 19 |
Losing Trades | 48 | 28 | 20 | 85 | 39 | 46 |
Profitability (%) | 63.3588 | 57.5758 | 69.2308 | 35.1145 | 40.9091 | 29.2308 |
Ratio Avg Win / Avg Loss | 1.0707 | 1.9521 | 0.5818 | 1.2063 | 0.9326 | 1.5974 |
Largest Winning Trade | 163569 | 163569 | 45544 | 341022 | 221019 | 341022 |
Largest Losing Trade | -118713 | -40215 | -118713 | -485663 | -485663 | -177120 |
Avg Bars in Trades | 85 | 76 | 95 | 85 | 76 | 95 |
Avg Bars in Winners | 72 | 62 | 80 | 104 | 91 | 123 |
Avg Bars in Losers | 109 | 94 | 129 | 75 | 65 | 84 |
Bars Traded | 11242 | 5025 | 6217 | 11242 | 5025 | 6217 |
Profit Streak | 54.5832 | 54.5832 | 71.7499 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569487 | -108056 | -203186 | -584552 | -708771 | -721126 |
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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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