Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575503.954 | 487115.0958 | 88388.8582 | -352532.5044 | 1131334.324 | -1483866.8284 |
Total P&L (%) | 575.504 | 487.1151 | 88.3889 | -352.5325 | 1131.3343 | -1483.8668 |
Avg Daily Profit (%) | 0.307 | 0.2598 | 0.0471 | 0 | 0.134 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123897 | -94424 | -121812 | -2270073 | -1015574 | -2350471 |
Profit Factor | 1.7304 | 2.1747 | 1.2368 | 0.958 | 1.2865 | 0.6657 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 63 | 28 | 35 | 63 | 31 | 32 |
Losing Trades | 56 | 31 | 25 | 56 | 28 | 28 |
Profitability (%) | 52.9412 | 47.4576 | 58.3333 | 52.9412 | 52.5424 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5381 | 2.4077 | 0.8834 | 0.8515 | 1.162 | 0.5825 |
Largest Winning Trade | 145148 | 145148 | 53955 | 934697 | 934697 | 330004 |
Largest Losing Trade | -108277 | -42306 | -108277 | -2093539 | -383860 | -2093539 |
Avg Bars in Trades | 59 | 66 | 53 | 59 | 66 | 53 |
Avg Bars in Winners | 59 | 59 | 58 | 60 | 64 | 56 |
Avg Bars in Losers | 60 | 72 | 46 | 59 | 68 | 50 |
Bars Traded | 7132 | 3914 | 3218 | 7132 | 3914 | 3218 |
Profit Streak | 0 | 0 | 0 | 32.3707 | 38.8707 | 32.3707 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465447 | -165399 | -300012 | -579084 | -189511 | -748985 |
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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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