Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473763.3118 | 216104.9534 | 257658.3585 | -578810.2769 | 1215675.3474 | -1794485.6242 |
Total P&L (%) | 473.7633 | 216.105 | 257.6584 | -578.8103 | 1215.6753 | -1794.4856 |
Avg Daily Profit (%) | 0.2849 | 0.1299 | 0.1549 | 0 | 0.1551 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172566 | -145378 | -121046 | -2117625 | -322669 | -2243706 |
Profit Factor | 1.6485 | 1.5893 | 1.7082 | 0.864 | 2.0326 | 0.4171 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 96 | 45 | 51 | 73 | 40 | 33 |
Losing Trades | 68 | 37 | 31 | 91 | 42 | 49 |
Profitability (%) | 58.5366 | 54.878 | 62.1951 | 44.5122 | 48.7805 | 40.2439 |
Ratio Avg Win / Avg Loss | 1.1677 | 1.3068 | 1.0383 | 1.077 | 2.1343 | 0.6193 |
Largest Winning Trade | 104430 | 104430 | 75131 | 511683 | 511683 | 207281 |
Largest Losing Trade | -116609 | -53600 | -116609 | -1356170 | -149427 | -1356170 |
Avg Bars in Trades | 59 | 52 | 67 | 59 | 52 | 67 |
Avg Bars in Winners | 52 | 36 | 66 | 66 | 69 | 64 |
Avg Bars in Losers | 69 | 70 | 68 | 53 | 35 | 69 |
Bars Traded | 9773 | 4270 | 5503 | 9773 | 4270 | 5503 |
Profit Streak | 10.5755 | 10.5755 | 91.4088 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483138 | -20881 | 295456 | -580386 | 237040 | -589030 |
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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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