Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339666.0586 | 310900.3088 | 28765.7497 | -839873.1783 | -340590.1647 | -499283.0136 |
Total P&L (%) | 339.6661 | 310.9003 | 28.7658 | -839.8732 | -340.5902 | -499.283 |
Avg Daily Profit (%) | 0.2752 | 0.2519 | 0.0233 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137209 | -71747 | -142124 | -895453 | -485877 | -594718 |
Profit Factor | 1.4697 | 2.13 | 1.0642 | 0.6977 | 0.7319 | 0.6688 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 111 | 56 | 55 | 61 | 31 | 30 |
Losing Trades | 60 | 29 | 31 | 110 | 54 | 56 |
Profitability (%) | 64.9123 | 65.8824 | 63.9535 | 35.6725 | 36.4706 | 34.8837 |
Ratio Avg Win / Avg Loss | 0.7944 | 1.1031 | 0.5998 | 1.2581 | 1.275 | 1.2484 |
Largest Winning Trade | 42223 | 35544 | 42223 | 280605 | 280605 | 159534 |
Largest Losing Trade | -137209 | -40273 | -137209 | -213471 | -91412 | -213471 |
Avg Bars in Trades | 41 | 45 | 37 | 41 | 45 | 37 |
Avg Bars in Winners | 32 | 31 | 32 | 56 | 67 | 44 |
Avg Bars in Losers | 58 | 70 | 46 | 33 | 32 | 34 |
Bars Traded | 7092 | 3834 | 3258 | 7092 | 3834 | 3258 |
Profit Streak | 16.0202 | 16.0202 | 37.3535 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433088 | 489318 | -313324 | -583787 | -584699 | -585314 |
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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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