Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577440.671 | 513858.0336 | 63582.6374 | -504633.4874 | -95859.8932 | -408773.5942 |
Total P&L (%) | 577.4407 | 513.858 | 63.5826 | -504.6335 | -95.8599 | -408.7736 |
Avg Daily Profit (%) | 0.31 | 0.2758 | 0.0341 | 0 | -0.1708 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131931 | -103390 | -132089 | -1354846 | -673446 | -777005 |
Profit Factor | 1.7356 | 2.3876 | 1.1533 | 0.7568 | 0.8991 | 0.6367 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 59 | 29 | 30 | 50 | 28 | 22 |
Losing Trades | 50 | 26 | 24 | 59 | 27 | 32 |
Profitability (%) | 54.1284 | 52.7273 | 55.5556 | 45.8716 | 50.9091 | 40.7407 |
Ratio Avg Win / Avg Loss | 1.4709 | 2.1406 | 0.9227 | 0.8931 | 0.867 | 0.926 |
Largest Winning Trade | 260459 | 260459 | 47927 | 404323 | 208892 | 404323 |
Largest Losing Trade | -131931 | -44738 | -131931 | -179542 | -176962 | -179542 |
Avg Bars in Trades | 98 | 83 | 114 | 98 | 83 | 114 |
Avg Bars in Winners | 111 | 93 | 130 | 87 | 78 | 99 |
Avg Bars in Losers | 83 | 71 | 95 | 108 | 88 | 125 |
Bars Traded | 10768 | 4566 | 6202 | 10768 | 4566 | 6202 |
Profit Streak | 10.1871 | 10.1871 | 47.3537 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470979 | -165808 | -379593 | -582093 | -760715 | -764434 |
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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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