Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402496.6791 | 172266.5824 | 230230.0967 | -660131.7398 | -441588.5099 | -218543.2298 |
Total P&L (%) | 402.4967 | 172.2666 | 230.2301 | -660.1317 | -441.5885 | -218.5432 |
Avg Daily Profit (%) | 0.394 | 0.1686 | 0.2254 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119312 | -49275 | -109794 | -2601521 | -941728 | -2146448 |
Profit Factor | 2.0189 | 1.9016 | 2.1288 | 0.8573 | 0.7404 | 0.9253 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 61 | 26 | 35 | 53 | 23 | 30 |
Losing Trades | 29 | 19 | 10 | 37 | 22 | 15 |
Profitability (%) | 67.7778 | 57.7778 | 77.7778 | 58.8889 | 51.1111 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9598 | 1.3896 | 0.6082 | 0.5985 | 0.7083 | 0.4626 |
Largest Winning Trade | 44728 | 44728 | 44658 | 621985 | 304602 | 621985 |
Largest Losing Trade | -109794 | -27121 | -109794 | -2001543 | -336002 | -2001543 |
Avg Bars in Trades | 63 | 50 | 77 | 63 | 50 | 77 |
Avg Bars in Winners | 63 | 46 | 76 | 64 | 47 | 78 |
Avg Bars in Losers | 64 | 55 | 81 | 62 | 53 | 75 |
Bars Traded | 5727 | 2250 | 3477 | 5727 | 2250 | 3477 |
Profit Streak | 24.8938 | 0 | 86.7271 | 0 | 55.2271 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493348 | 393351 | 509000 | -579385 | -580006 | -578551 |
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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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