Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724943.764 | 708447.914 | 16495.85 | -100925.7776 | 4181.5732 | -105107.3508 |
Total P&L (%) | 724.9438 | 708.4479 | 16.4959 | -100.9258 | 4.1816 | -105.1074 |
Avg Daily Profit (%) | 0.3754 | 0.3669 | 0.0085 | 0 | 0.0021 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175354 | -83243 | -119034 | -123528 | -8572 | -8957 |
Profit Factor | 1.9383 | 3.3639 | 1.0349 | 0.3124 | 1.2305 | 0.1829 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 39 | 17 | 22 | 29 | 18 | 11 |
Losing Trades | 29 | 17 | 12 | 39 | 16 | 23 |
Profitability (%) | 57.3529 | 50 | 64.7059 | 42.6471 | 52.9412 | 32.3529 |
Ratio Avg Win / Avg Loss | 1.4413 | 3.3639 | 0.5645 | 0.4201 | 1.0938 | 0.3824 |
Largest Winning Trade | 626541 | 626541 | 51241 | 7950 | 7950 | 7676 |
Largest Losing Trade | -104116 | -36603 | -104116 | -105998 | -5586 | -105998 |
Avg Bars in Trades | 52 | 41 | 64 | 52 | 41 | 64 |
Avg Bars in Winners | 54 | 42 | 62 | 51 | 42 | 66 |
Avg Bars in Losers | 51 | 39 | 68 | 53 | 39 | 64 |
Bars Traded | 3601 | 1398 | 2203 | 3601 | 1398 | 2203 |
Profit Streak | 0 | 117.0197 | 0 | 59.0197 | 0 | 93.0197 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100439 | 591953 | -372579 | -696854 | -355732 | -587098 |
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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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