Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394461.734 | 333467.8558 | 60993.8782 | -241063.5273 | 1251786.8467 | -1492850.3741 |
Total P&L (%) | 394.4617 | 333.4679 | 60.9939 | -241.0635 | 1251.7868 | -1492.8504 |
Avg Daily Profit (%) | 0.2451 | 0.2072 | 0.0379 | 0 | 0.1619 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167198 | -118117 | -136762 | -2069296 | -228842 | -2006962 |
Profit Factor | 1.523 | 2.0232 | 1.1424 | 0.9302 | 2.689 | 0.4493 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 21 | 27 | 44 | 24 | 20 |
Losing Trades | 36 | 21 | 15 | 40 | 18 | 22 |
Profitability (%) | 57.1429 | 50 | 64.2857 | 52.381 | 57.1429 | 47.619 |
Ratio Avg Win / Avg Loss | 1.1422 | 2.0232 | 0.6347 | 0.8456 | 2.0167 | 0.4943 |
Largest Winning Trade | 119873 | 119873 | 46538 | 576031 | 576031 | 327833 |
Largest Losing Trade | -121914 | -35910 | -121914 | -1430314 | -157983 | -1430314 |
Avg Bars in Trades | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 37 | 37 | 37 | 37 | 37 | 37 |
Bars Traded | 3128 | 1561 | 1567 | 3128 | 1561 | 1567 |
Profit Streak | 34.053 | 0 | 89.553 | 0 | 71.053 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401218 | 416550 | -205587 | -580244 | 517297 | -581660 |
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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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