Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446235.6364 | 82034.7801 | 364200.8564 | -232216.0768 | 1387395.4797 | -1619611.5565 |
Total P&L (%) | 446.2356 | 82.0348 | 364.2009 | -232.2161 | 1387.3955 | -1619.6116 |
Avg Daily Profit (%) | 0.2909 | 0.0535 | 0.2374 | 0 | 0.1761 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101105 | -64790 | -101105 | -5396732 | -555989 | -5423748 |
Profit Factor | 2.7466 | 1.5861 | 4.1524 | 0.9651 | 2.4282 | 0.7148 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 72 | 33 | 39 | 53 | 28 | 25 |
Losing Trades | 13 | 10 | 3 | 32 | 15 | 17 |
Profitability (%) | 84.7059 | 76.7442 | 92.8571 | 62.3529 | 65.1163 | 59.5238 |
Ratio Avg Win / Avg Loss | 0.4959 | 0.4806 | 0.3194 | 0.5827 | 1.3008 | 0.4861 |
Largest Winning Trade | 41236 | 41236 | 32792 | 683934 | 519850 | 683934 |
Largest Losing Trade | -101105 | -38700 | -101105 | -5322715 | -555989 | -5322715 |
Avg Bars in Trades | 46 | 24 | 68 | 46 | 24 | 68 |
Avg Bars in Winners | 26 | 12 | 37 | 42 | 26 | 59 |
Avg Bars in Losers | 156 | 64 | 461 | 52 | 20 | 80 |
Bars Traded | 3929 | 1065 | 2864 | 3929 | 1065 | 2864 |
Profit Streak | 96.7028 | 96.7028 | 249.0362 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615992 | -116582 | 685187 | -578671 | 490951 | -579500 |
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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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