Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354132.3247 | 319827.148 | 34305.1767 | -701521.6607 | -328524.6631 | -372996.9975 |
Total P&L (%) | 354.1323 | 319.8271 | 34.3052 | -701.5217 | -328.5247 | -372.997 |
Avg Daily Profit (%) | 0.2856 | 0.2579 | 0.0277 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -199960 | -62696 | -203870 | -853230 | -368091 | -580422 |
Profit Factor | 1.5527 | 2.6776 | 1.0762 | 0.5932 | 0.5589 | 0.6193 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 104 | 49 | 55 | 28 | 18 | 10 |
Losing Trades | 29 | 17 | 12 | 105 | 48 | 57 |
Profitability (%) | 78.1955 | 74.2424 | 82.0896 | 21.0526 | 27.2727 | 14.9254 |
Ratio Avg Win / Avg Loss | 0.433 | 0.929 | 0.2348 | 2.2245 | 1.4903 | 3.53 |
Largest Winning Trade | 27605 | 27605 | 26700 | 221590 | 200899 | 221590 |
Largest Losing Trade | -172361 | -40108 | -172361 | -198699 | -84944 | -198699 |
Avg Bars in Trades | 105 | 118 | 93 | 105 | 118 | 93 |
Avg Bars in Winners | 59 | 60 | 59 | 262 | 270 | 248 |
Avg Bars in Losers | 271 | 286 | 249 | 64 | 61 | 65 |
Bars Traded | 14083 | 7842 | 6241 | 14083 | 7842 | 6241 |
Profit Streak | 19.171 | 19.171 | 34.421 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506557 | -110032 | -408596 | -624860 | -723367 | -769176 |
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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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