Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835990.1052 | 588971.4812 | 247018.624 | 298791.3742 | 6109248.2029 | -5810456.8287 |
Total P&L (%) | 835.9901 | 588.9715 | 247.0186 | 298.7914 | 6109.2482 | -5810.4568 |
Avg Daily Profit (%) | 0.4395 | 0.3097 | 0.1299 | 0.0728 | 0.2173 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135801 | -79417 | -124161 | -5653770 | -661597 | -7110101 |
Profit Factor | 2.148 | 2.6326 | 1.6722 | 1.0242 | 4.1339 | 0.442 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 56.338 | 56.338 | 56.338 | 56.338 | 56.338 | 56.338 |
Ratio Avg Win / Avg Loss | 1.6647 | 2.0403 | 1.2959 | 0.7937 | 3.2038 | 0.3425 |
Largest Winning Trade | 221774 | 221774 | 52910 | 1314656 | 1314656 | 915935 |
Largest Losing Trade | -97498 | -32634 | -97498 | -5603830 | -599174 | -5603830 |
Avg Bars in Trades | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Winners | 57 | 53 | 61 | 57 | 53 | 61 |
Avg Bars in Losers | 43 | 51 | 35 | 43 | 51 | 35 |
Bars Traded | 7283 | 3729 | 3555 | 7283 | 3729 | 3555 |
Profit Streak | 0 | 0 | 645.254 | 0 | 0 | 645.254 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553257 | -71862 | -102486 | -290211 | -70513 | -665679 |
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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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