Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290392.8776 | 265941.4775 | 24451.4001 | -118003.4817 | 1396478.4459 | -1514481.9276 |
Total P&L (%) | 290.3929 | 265.9415 | 24.4514 | -118.0035 | 1396.4784 | -1514.4819 |
Avg Daily Profit (%) | 0.1559 | 0.1428 | 0.0131 | 0 | 0.1454 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202643 | -122880 | -133023 | -2956482 | -366633 | -2670326 |
Profit Factor | 1.3675 | 1.726 | 1.0577 | 0.9717 | 2.6165 | 0.5423 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 57 | 24 | 33 | 61 | 27 | 34 |
Losing Trades | 51 | 30 | 21 | 47 | 27 | 20 |
Profitability (%) | 52.7778 | 44.4444 | 61.1111 | 56.4815 | 50 | 62.963 |
Ratio Avg Win / Avg Loss | 1.2236 | 2.1575 | 0.6731 | 0.7487 | 2.6165 | 0.319 |
Largest Winning Trade | 140145 | 140145 | 65779 | 965298 | 673259 | 965298 |
Largest Losing Trade | -116596 | -58174 | -116596 | -2530278 | -199283 | -2530278 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 34 | 20 | 44 | 33 | 25 | 40 |
Avg Bars in Losers | 30 | 35 | 22 | 30 | 31 | 29 |
Bars Traded | 3498 | 1546 | 1952 | 3498 | 1546 | 1952 |
Profit Streak | 24.3429 | 0 | 48.3429 | 0 | 54.3429 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321563 | -181090 | -516004 | -579650 | -172777 | -759152 |
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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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