Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 255768.088 | 96212.9753 | 159555.1127 | -241706.7174 | 571676.6066 | -813383.324 |
Total P&L (%) | 255.7681 | 96.213 | 159.5551 | -241.7067 | 571.6766 | -813.3833 |
Avg Daily Profit (%) | 0.1593 | 0.0599 | 0.0994 | 0 | 0.1187 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169955 | -53315 | -182765 | -1900597 | -252165 | -2160755 |
Profit Factor | 1.4463 | 1.4236 | 1.4613 | 0.9341 | 1.7115 | 0.7161 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 67 | 29 | 38 | 70 | 37 | 33 |
Losing Trades | 54 | 32 | 22 | 51 | 24 | 27 |
Profitability (%) | 55.3719 | 47.541 | 63.3333 | 57.8512 | 60.6557 | 55 |
Ratio Avg Win / Avg Loss | 1.1657 | 1.5709 | 0.846 | 0.6806 | 1.1102 | 0.5859 |
Largest Winning Trade | 41836 | 41836 | 33672 | 323978 | 323978 | 303328 |
Largest Losing Trade | -112915 | -22794 | -112915 | -1342198 | -142625 | -1342198 |
Avg Bars in Trades | 37 | 21 | 54 | 37 | 21 | 54 |
Avg Bars in Winners | 39 | 17 | 56 | 37 | 21 | 55 |
Avg Bars in Losers | 35 | 24 | 50 | 37 | 21 | 51 |
Bars Traded | 4547 | 1302 | 3245 | 4547 | 1302 | 3245 |
Profit Streak | 0 | 0 | 56.0383 | 10.3716 | 47.705 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333686 | -273304 | -227772 | -578784 | -191434 | -749310 |
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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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