Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411178.6496 | 324119.7371 | 87058.9125 | -151919.3394 | 626588.7222 | -778508.0616 |
Total P&L (%) | 411.1787 | 324.1197 | 87.0589 | -151.9193 | 626.5887 | -778.5081 |
Avg Daily Profit (%) | 0.2284 | 0.1801 | 0.0484 | 0 | 0.1102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124365 | -54643 | -211415 | -886687 | -98975 | -1017496 |
Profit Factor | 1.7756 | 2.9698 | 1.2381 | 0.8992 | 3.3977 | 0.3753 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 59 | 30 | 29 | 44 | 21 | 23 |
Losing Trades | 27 | 13 | 14 | 42 | 22 | 20 |
Profitability (%) | 68.6047 | 69.7674 | 67.4419 | 51.1628 | 48.8372 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.8126 | 1.2869 | 0.5977 | 0.8584 | 3.5595 | 0.3264 |
Largest Winning Trade | 94499 | 94499 | 57896 | 218124 | 218124 | 80886 |
Largest Losing Trade | -103661 | -50428 | -103661 | -839546 | -98975 | -839546 |
Avg Bars in Trades | 36 | 28 | 45 | 36 | 28 | 45 |
Avg Bars in Winners | 38 | 28 | 48 | 44 | 32 | 55 |
Avg Bars in Losers | 33 | 27 | 38 | 28 | 24 | 33 |
Bars Traded | 3181 | 1220 | 1961 | 3181 | 1220 | 1961 |
Profit Streak | 0 | 0 | 70.102 | 58.102 | 60.102 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409419 | 536485 | -126999 | -579836 | -38471 | -580274 |
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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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