Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881642.0464 | 701830.2904 | 179811.756 | -1094722.6085 | 214790.1952 | -1309512.8037 |
Total P&L (%) | 881.642 | 701.8303 | 179.8118 | -1094.7226 | 214.7902 | -1309.5128 |
Avg Daily Profit (%) | 0.4553 | 0.3624 | 0.0929 | 0 | 0.0592 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111113 | -77386 | -114000 | -1740152 | -623068 | -1588138 |
Profit Factor | 2.2698 | 3.1169 | 1.4956 | 0.7651 | 1.1041 | 0.4957 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 77 | 34 | 43 | 80 | 45 | 35 |
Losing Trades | 79 | 44 | 35 | 76 | 33 | 43 |
Profitability (%) | 49.359 | 43.5897 | 55.1282 | 51.2821 | 57.6923 | 44.8718 |
Ratio Avg Win / Avg Loss | 2.3287 | 4.0336 | 1.2174 | 0.7268 | 0.8097 | 0.6091 |
Largest Winning Trade | 418471 | 418471 | 66692 | 494877 | 494877 | 224316 |
Largest Losing Trade | -107727 | -34528 | -107727 | -623068 | -623068 | -451268 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 28 | 28 | 28 | 19 | 26 | 11 |
Avg Bars in Losers | 18 | 25 | 10 | 27 | 26 | 27 |
Bars Traded | 3680 | 2073 | 1607 | 3680 | 2073 | 1607 |
Profit Streak | 14.9068 | 14.9068 | 28.9068 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 592531 | -20704 | -99771 | -579516 | -254376 | -616952 |
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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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