Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550332.8559 | 376805.4521 | 173527.4038 | -666211.5869 | 311362.1407 | -977573.7276 |
Total P&L (%) | 550.3329 | 376.8055 | 173.5274 | -666.2116 | 311.3621 | -977.5737 |
Avg Daily Profit (%) | 0.296 | 0.2026 | 0.0933 | 0 | 0.0761 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151380 | -74292 | -125587 | -2320684 | -801196 | -1913943 |
Profit Factor | 1.9539 | 2.9519 | 1.452 | 0.9042 | 1.1406 | 0.7939 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 53 | 25 | 28 | 44 | 20 | 24 |
Losing Trades | 36 | 20 | 16 | 45 | 25 | 20 |
Profitability (%) | 59.5506 | 55.5556 | 63.6364 | 49.4382 | 44.4444 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3272 | 2.3615 | 0.8297 | 0.9248 | 1.4257 | 0.6616 |
Largest Winning Trade | 92024 | 92024 | 49447 | 580500 | 358123 | 580500 |
Largest Losing Trade | -111374 | -24782 | -111374 | -1344898 | -351722 | -1344898 |
Avg Bars in Trades | 79 | 55 | 104 | 79 | 55 | 104 |
Avg Bars in Winners | 85 | 55 | 112 | 82 | 60 | 100 |
Avg Bars in Losers | 71 | 55 | 92 | 77 | 51 | 110 |
Bars Traded | 7106 | 2488 | 4619 | 7106 | 2488 | 4619 |
Profit Streak | 155.102 | 257.352 | 155.102 | 0 | 0 | 0 |
Trades During Streak | 7 | 7 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518587 | 558343 | -65856 | -580758 | -159320 | -580130 |
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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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