Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616935.8522 | 451139.7251 | 165796.1271 | -322544.135 | -21109.9959 | -301434.1391 |
Total P&L (%) | 616.9359 | 451.1397 | 165.7961 | -322.5441 | -21.11 | -301.4341 |
Avg Daily Profit (%) | 0.3256 | 0.2381 | 0.0875 | 0 | -0.0125 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184930 | -30990 | -220361 | -558454 | -166310 | -462117 |
Profit Factor | 1.9256 | 3.9727 | 1.3221 | 0.6535 | 0.9144 | 0.5593 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 88 | 41 | 47 | 52 | 33 | 19 |
Losing Trades | 46 | 26 | 20 | 82 | 34 | 48 |
Profitability (%) | 65.6716 | 61.194 | 70.1493 | 38.806 | 49.2537 | 28.3582 |
Ratio Avg Win / Avg Loss | 1.0066 | 2.5193 | 0.5626 | 1.0304 | 0.9421 | 1.413 |
Largest Winning Trade | 76232 | 76232 | 54637 | 115526 | 48704 | 115526 |
Largest Losing Trade | -117237 | -29427 | -117237 | -306651 | -48699 | -306651 |
Avg Bars in Trades | 41 | 26 | 56 | 41 | 26 | 56 |
Avg Bars in Winners | 35 | 24 | 45 | 46 | 25 | 82 |
Avg Bars in Losers | 51 | 28 | 81 | 37 | 26 | 45 |
Bars Traded | 5502 | 1749 | 3753 | 5502 | 1749 | 3753 |
Profit Streak | 0 | 0 | 0 | 14.9074 | 29.5741 | 14.9074 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505545 | -99963 | -191667 | -582036 | -696930 | -710496 |
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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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