Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336726.1292 | 389664.244 | -52938.1148 | -2780370.4908 | -765020.2995 | -2015350.1913 |
Total P&L (%) | 336.7261 | 389.6642 | -52.9381 | -2780.3705 | -765.0203 | -2015.3502 |
Avg Daily Profit (%) | 0.1784 | 0.2065 | -0.028 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -328447 | -93547 | -360434 | -3052836 | -1765926 | -2082355 |
Profit Factor | 1.353 | 2.0267 | 0.9078 | 0.6273 | 0.8111 | 0.4091 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 65 | 29 | 36 | 54 | 32 | 22 |
Losing Trades | 54 | 31 | 23 | 65 | 28 | 37 |
Profitability (%) | 54.6218 | 48.3333 | 61.0169 | 45.3782 | 53.3333 | 37.2881 |
Ratio Avg Win / Avg Loss | 1.124 | 2.1665 | 0.58 | 0.7551 | 0.7097 | 0.6881 |
Largest Winning Trade | 136736 | 136736 | 49858 | 553121 | 553121 | 446252 |
Largest Losing Trade | -280994 | -45580 | -280994 | -612681 | -612681 | -443188 |
Avg Bars in Trades | 45 | 51 | 40 | 45 | 51 | 40 |
Avg Bars in Winners | 42 | 49 | 36 | 48 | 53 | 41 |
Avg Bars in Losers | 50 | 53 | 45 | 43 | 49 | 39 |
Bars Traded | 5464 | 3086 | 2378 | 5464 | 3086 | 2378 |
Profit Streak | 37.6687 | 37.6687 | 98.002 | 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 | 350935 | -157755 | -755071 | -582259 | -749526 | -762679 |
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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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