Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338214.373 | 306845.531 | 31368.842 | -31454.6676 | 541528.7683 | -572983.436 |
Total P&L (%) | 338.2144 | 306.8455 | 31.3688 | -31.4547 | 541.5288 | -572.9834 |
Avg Daily Profit (%) | 0.191 | 0.1733 | 0.0177 | -0.0213 | 0.105 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163172 | -112871 | -91919 | -1110970 | -411744 | -739350 |
Profit Factor | 1.3774 | 1.7206 | 1.0667 | 0.9851 | 1.6998 | 0.5728 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 45.6 | 41.2698 | 50 | 45.6 | 41.2698 | 50 |
Ratio Avg Win / Avg Loss | 1.6432 | 2.4486 | 1.0667 | 1.1752 | 2.4189 | 0.5728 |
Largest Winning Trade | 88653 | 88653 | 59174 | 320581 | 320581 | 129726 |
Largest Losing Trade | -76960 | -46186 | -76960 | -723785 | -202455 | -723785 |
Avg Bars in Trades | 82 | 87 | 77 | 82 | 87 | 77 |
Avg Bars in Winners | 105 | 113 | 97 | 105 | 113 | 97 |
Avg Bars in Losers | 63 | 69 | 57 | 63 | 69 | 57 |
Bars Traded | 10320 | 5516 | 4804 | 10320 | 5516 | 4804 |
Profit Streak | 37.1485 | 37.1485 | 48.9819 | 37.1485 | 37.1485 | 48.9819 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317612 | -139154 | -472948 | -579501 | -198916 | -734395 |
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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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