Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368113.9679 | 247489.1477 | 120624.8202 | 402563.8863 | 1128460.4045 | -725896.5182 |
Total P&L (%) | 368.114 | 247.4891 | 120.6248 | 402.5639 | 1128.4604 | -725.8965 |
Avg Daily Profit (%) | 0.1672 | 0.1124 | 0.0548 | 0.0733 | 0.114 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138470 | -66192 | -89156 | -2673072 | -575990 | -2392620 |
Profit Factor | 1.6131 | 2.1404 | 1.3146 | 1.0572 | 1.5511 | 0.8547 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 62.1622 | 66.0714 | 58.1818 | 62.1622 | 66.0714 | 58.1818 |
Ratio Avg Win / Avg Loss | 0.9819 | 1.0991 | 0.9449 | 0.6435 | 0.7965 | 0.6143 |
Largest Winning Trade | 100969 | 100969 | 45060 | 545357 | 545357 | 407317 |
Largest Losing Trade | -64747 | -23393 | -64747 | -1700785 | -308593 | -1700785 |
Avg Bars in Trades | 36 | 28 | 43 | 36 | 28 | 43 |
Avg Bars in Winners | 29 | 23 | 37 | 29 | 23 | 37 |
Avg Bars in Losers | 46 | 38 | 53 | 46 | 38 | 53 |
Bars Traded | 4018 | 1611 | 2408 | 4018 | 1611 | 2408 |
Profit Streak | 84.6216 | 120.1216 | 0 | 84.6216 | 120.1216 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361655 | -217118 | -300254 | -251906 | -217598 | -759772 |
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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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