Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581589.7732 | 569424.7507 | 12165.0225 | -175550.9793 | 1382476.2592 | -1558027.2385 |
Total P&L (%) | 581.5898 | 569.4248 | 12.165 | -175.551 | 1382.4763 | -1558.0272 |
Avg Daily Profit (%) | 0.2399 | 0.2349 | 0.005 | 0 | 0.1113 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180167 | -112232 | -166298 | -1364693 | -315153 | -1664431 |
Profit Factor | 1.7867 | 2.6525 | 1.0308 | 0.9363 | 3.3636 | 0.2823 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 35 | 15 | 20 | 46 | 25 | 21 |
Losing Trades | 50 | 28 | 22 | 39 | 18 | 21 |
Profitability (%) | 41.1765 | 34.8837 | 47.619 | 54.1176 | 58.1395 | 50 |
Ratio Avg Win / Avg Loss | 2.5524 | 4.9513 | 1.1339 | 0.7938 | 2.4218 | 0.2823 |
Largest Winning Trade | 292867 | 292867 | 73257 | 657640 | 657640 | 174681 |
Largest Losing Trade | -111147 | -44204 | -111147 | -1360821 | -148481 | -1360821 |
Avg Bars in Trades | 167 | 141 | 195 | 167 | 141 | 195 |
Avg Bars in Winners | 287 | 255 | 311 | 162 | 138 | 191 |
Avg Bars in Losers | 84 | 79 | 90 | 173 | 144 | 199 |
Bars Traded | 14275 | 6063 | 8213 | 14275 | 6063 | 8213 |
Profit Streak | 0 | 0 | 0 | 90.9112 | 137.9112 | 90.9112 |
Trades During Streak | 0 | 0 | 0 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308275 | 272436 | -472045 | -578486 | -35084 | -579374 |
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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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