Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624309.2299 | 426528.423 | 197780.807 | -807795.0701 | 311408.9194 | -1119203.9895 |
Total P&L (%) | 624.3092 | 426.5284 | 197.7808 | -807.7951 | 311.4089 | -1119.204 |
Avg Daily Profit (%) | 0.345 | 0.2357 | 0.1093 | 0 | 0.0782 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141758 | -109803 | -126734 | -1772965 | -522924 | -2001317 |
Profit Factor | 1.8092 | 2.1288 | 1.5024 | 0.8497 | 1.1473 | 0.6567 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 72 | 29 | 43 | 48 | 31 | 17 |
Losing Trades | 47 | 30 | 17 | 71 | 28 | 43 |
Profitability (%) | 60.5042 | 49.1525 | 71.6667 | 40.3361 | 52.5424 | 28.3333 |
Ratio Avg Win / Avg Loss | 1.181 | 2.2022 | 0.594 | 1.2568 | 1.0362 | 1.661 |
Largest Winning Trade | 292647 | 292647 | 55882 | 963200 | 302542 | 963200 |
Largest Losing Trade | -126734 | -33047 | -126734 | -514446 | -390332 | -514446 |
Avg Bars in Trades | 29 | 31 | 26 | 29 | 31 | 26 |
Avg Bars in Winners | 30 | 33 | 27 | 29 | 32 | 25 |
Avg Bars in Losers | 27 | 29 | 23 | 28 | 30 | 27 |
Bars Traded | 3459 | 1856 | 1603 | 3459 | 1856 | 1603 |
Profit Streak | 43.851 | 43.851 | 301.851 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 10 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539078 | -164481 | -212016 | -582275 | -323431 | -762304 |
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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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