Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370158.8884 | 306408.3403 | 63750.5481 | -202551.9804 | -661902.6125 | 459350.6321 |
Total P&L (%) | 370.1589 | 306.4083 | 63.7505 | -202.552 | -661.9026 | 459.3506 |
Avg Daily Profit (%) | 0.3639 | 0.3012 | 0.0627 | 0 | 0 | 0.1694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148835 | -80777 | -148835 | -2639282 | -1433269 | -1403812 |
Profit Factor | 1.5235 | 1.8923 | 1.1753 | 0.9517 | 0.7329 | 1.268 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 55 | 26 | 29 | 43 | 23 | 20 |
Losing Trades | 42 | 22 | 20 | 54 | 25 | 29 |
Profitability (%) | 56.701 | 54.1667 | 59.1837 | 44.3299 | 47.9167 | 40.8163 |
Ratio Avg Win / Avg Loss | 1.1634 | 1.6012 | 0.8105 | 1.1951 | 0.7967 | 1.8387 |
Largest Winning Trade | 227688 | 227688 | 38384 | 1861570 | 544959 | 1861570 |
Largest Losing Trade | -148835 | -34703 | -148835 | -870008 | -870008 | -272687 |
Avg Bars in Trades | 61 | 60 | 63 | 61 | 60 | 63 |
Avg Bars in Winners | 60 | 59 | 61 | 60 | 60 | 61 |
Avg Bars in Losers | 63 | 60 | 67 | 62 | 59 | 65 |
Bars Traded | 6013 | 2883 | 3130 | 6013 | 2883 | 3130 |
Profit Streak | 34.8403 | 34.8403 | 45.007 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469467 | 476979 | -136775 | -581057 | -581499 | 175816 |
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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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