Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 768445.9398 | 841004.8539 | -72558.914 | -355535.0135 | 462667.0417 | -818202.0552 |
Total P&L (%) | 768.4459 | 841.0049 | -72.5589 | -355.535 | 462.667 | -818.2021 |
Avg Daily Profit (%) | 0.4154 | 0.4546 | -0.0392 | 0 | 0.0934 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303636 | -139016 | -218906 | -1724061 | -916246 | -1188310 |
Profit Factor | 2.119 | 3.4962 | 0.7926 | 0.8923 | 1.2914 | 0.5222 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 22 | 24 | 52 | 25 | 27 |
Losing Trades | 46 | 24 | 22 | 40 | 21 | 19 |
Profitability (%) | 50 | 47.8261 | 52.1739 | 56.5217 | 54.3478 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.119 | 3.814 | 0.7265 | 0.6864 | 1.0848 | 0.3675 |
Largest Winning Trade | 965654 | 965654 | 53352 | 965654 | 965654 | 194240 |
Largest Losing Trade | -215375 | -58136 | -215375 | -1018221 | -685203 | -1018221 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 78 | 57 | 97 | 72 | 64 | 78 |
Avg Bars in Losers | 36 | 41 | 31 | 38 | 30 | 47 |
Bars Traded | 5285 | 2255 | 3029 | 5285 | 2255 | 3029 |
Profit Streak | 0 | 21.204 | 0 | 11.5373 | 0 | 129.8707 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509537 | 600510 | -580422 | -579055 | -67573 | -578192 |
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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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