Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333777.1342 | 209441.0687 | 124336.0655 | -177880.889 | 263318.6753 | -441199.5643 |
Total P&L (%) | 333.7771 | 209.4411 | 124.3361 | -177.8809 | 263.3187 | -441.1996 |
Avg Daily Profit (%) | 0.2082 | 0.1307 | 0.0776 | 0 | 0.0805 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128806 | -72043 | -130434 | -2307564 | -838759 | -2166830 |
Profit Factor | 1.6168 | 1.6723 | 1.5416 | 0.9634 | 1.1295 | 0.8438 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 44 | 18 | 26 | 48 | 23 | 25 |
Losing Trades | 42 | 25 | 17 | 38 | 20 | 18 |
Profitability (%) | 51.1628 | 41.8605 | 60.4651 | 55.814 | 53.4884 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.5433 | 2.3226 | 1.0079 | 0.7627 | 0.9821 | 0.6075 |
Largest Winning Trade | 180626 | 180626 | 58605 | 542993 | 438721 | 542993 |
Largest Losing Trade | -107084 | -36564 | -107084 | -2112732 | -531146 | -2112732 |
Avg Bars in Trades | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Winners | 66 | 72 | 61 | 81 | 92 | 71 |
Avg Bars in Losers | 75 | 80 | 67 | 56 | 59 | 53 |
Bars Traded | 6083 | 3322 | 2761 | 6083 | 3322 | 2761 |
Profit Streak | 55.2805 | 0 | 69.5305 | 0 | 299.5305 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421001 | -18544 | -85860 | -579794 | -163317 | -579672 |
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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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