Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1041891.7118 | 1057206.5079 | -15314.7962 | -167496.4552 | 182307.8482 | -349804.3034 |
Total P&L (%) | 1041.8917 | 1057.2065 | -15.3148 | -167.4965 | 182.3078 | -349.8043 |
Avg Daily Profit (%) | 0.5599 | 0.5681 | -0.0082 | 0 | 0.0558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224355 | -180706 | -132658 | -1801283 | -1189023 | -667506 |
Profit Factor | 2.5617 | 3.9305 | 0.95 | 0.9341 | 1.1203 | 0.6587 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 57 | 28 | 29 | 56 | 29 | 27 |
Losing Trades | 54 | 28 | 26 | 55 | 27 | 28 |
Profitability (%) | 51.3514 | 50 | 52.7273 | 50.4505 | 51.7857 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.4269 | 3.9305 | 0.8517 | 0.9174 | 1.0431 | 0.6831 |
Largest Winning Trade | 1187347 | 1187347 | 53311 | 1306407 | 1306407 | 290816 |
Largest Losing Trade | -132337 | -53009 | -132337 | -457380 | -457380 | -355208 |
Avg Bars in Trades | 64 | 53 | 75 | 64 | 53 | 75 |
Avg Bars in Winners | 83 | 58 | 108 | 86 | 70 | 102 |
Avg Bars in Losers | 43 | 48 | 38 | 42 | 34 | 49 |
Bars Traded | 7140 | 2984 | 4157 | 7140 | 2984 | 4157 |
Profit Streak | 18.3231 | 18.3231 | 18.8231 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 647708 | -160794 | -759414 | -580424 | -386433 | -761186 |
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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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