Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139265.0303 | 1291254.8676 | -151989.8373 | -370191.0515 | 206660.3171 | -576851.3686 |
Total P&L (%) | 1139.265 | 1291.2549 | -151.9898 | -370.1911 | 206.6603 | -576.8514 |
Avg Daily Profit (%) | 0.4839 | 0.5485 | -0.0646 | 0 | 0.0476 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -438916 | -100626 | -352596 | -1314400 | -465462 | -949917 |
Profit Factor | 2.2351 | 4.8282 | 0.7402 | 0.8828 | 1.1821 | 0.715 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 55 | 27 | 28 | 68 | 35 | 33 |
Losing Trades | 72 | 37 | 35 | 59 | 29 | 30 |
Profitability (%) | 43.3071 | 42.1875 | 44.4444 | 53.5433 | 54.6875 | 52.381 |
Ratio Avg Win / Avg Loss | 2.9259 | 6.6165 | 0.9253 | 0.766 | 0.9794 | 0.65 |
Largest Winning Trade | 1457094 | 1457094 | 57252 | 222010 | 222010 | 193712 |
Largest Losing Trade | -251260 | -43761 | -251260 | -294450 | -294450 | -246303 |
Avg Bars in Trades | 53 | 44 | 61 | 53 | 44 | 61 |
Avg Bars in Winners | 83 | 64 | 102 | 30 | 23 | 37 |
Avg Bars in Losers | 29 | 30 | 28 | 79 | 70 | 87 |
Bars Traded | 6765 | 2876 | 3889 | 6765 | 2876 | 3889 |
Profit Streak | 0 | 0 | 0 | 49.8133 | 49.8133 | 58.1466 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448273 | -123811 | -729896 | -578991 | -289245 | -726170 |
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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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