Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655761.4034 | 539193.2551 | 116568.1483 | 91079.0366 | 508446.6878 | -417367.6513 |
Total P&L (%) | 655.7614 | 539.1933 | 116.5681 | 91.079 | 508.4467 | -417.3677 |
Avg Daily Profit (%) | 0.4437 | 0.3648 | 0.0789 | 0.0438 | 0.1222 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207838 | -119682 | -166780 | -2006901 | -852882 | -1999010 |
Profit Factor | 1.7274 | 2.09 | 1.2865 | 1.0147 | 1.1789 | 0.8759 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
Losing Trades | 84 | 49 | 35 | 84 | 49 | 35 |
Profitability (%) | 42.069 | 32.8767 | 51.3889 | 42.069 | 32.8767 | 51.3889 |
Ratio Avg Win / Avg Loss | 2.3788 | 4.2672 | 1.217 | 1.3973 | 2.4069 | 0.8286 |
Largest Winning Trade | 536484 | 536484 | 28588 | 800015 | 800015 | 278062 |
Largest Losing Trade | -44547 | -27808 | -44547 | -516726 | -239039 | -516726 |
Avg Bars in Trades | 39 | 41 | 36 | 39 | 41 | 36 |
Avg Bars in Winners | 53 | 59 | 49 | 53 | 59 | 49 |
Avg Bars in Losers | 29 | 33 | 24 | 29 | 33 | 24 |
Bars Traded | 5711 | 3048 | 2663 | 5711 | 3048 | 2663 |
Profit Streak | 33.2303 | 33.2303 | 37.4803 | 33.2303 | 33.2303 | 37.4803 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420813 | -64655 | -166379 | -340469 | -130103 | -659511 |
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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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