Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622717.8866 | 441964.4329 | 180753.4537 | -270228.4628 | 1124994.2159 | -1395222.6787 |
Total P&L (%) | 622.7179 | 441.9644 | 180.7535 | -270.2285 | 1124.9942 | -1395.2227 |
Avg Daily Profit (%) | 0.3274 | 0.2324 | 0.095 | 0 | 0.1318 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104852 | -90884 | -167451 | -1662436 | -191184 | -1708230 |
Profit Factor | 1.8293 | 2.3486 | 1.4271 | 0.8992 | 2.8569 | 0.3278 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 76 | 39 | 37 | 73 | 38 | 35 |
Losing Trades | 61 | 30 | 31 | 64 | 31 | 33 |
Profitability (%) | 55.4745 | 56.5217 | 54.4118 | 53.2847 | 55.0725 | 51.4706 |
Ratio Avg Win / Avg Loss | 1.4682 | 1.8066 | 1.1957 | 0.7884 | 2.3306 | 0.3091 |
Largest Winning Trade | 100971 | 100971 | 67206 | 414601 | 414601 | 116805 |
Largest Losing Trade | -102603 | -38878 | -102603 | -1365324 | -146376 | -1365324 |
Avg Bars in Trades | 53 | 34 | 73 | 53 | 34 | 73 |
Avg Bars in Winners | 66 | 30 | 103 | 40 | 34 | 46 |
Avg Bars in Losers | 38 | 38 | 38 | 68 | 33 | 102 |
Bars Traded | 7372 | 2361 | 5011 | 7372 | 2361 | 5011 |
Profit Streak | 0 | 0 | 553.4729 | 501.4729 | 580.2229 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452115 | -88464 | -173259 | -579405 | -110867 | -689767 |
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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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