Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363561.9513 | 119506.5399 | 244055.4114 | -708142.5572 | 107494.9852 | -815637.5424 |
Total P&L (%) | 363.562 | 119.5065 | 244.0554 | -708.1426 | 107.495 | -815.6375 |
Avg Daily Profit (%) | 0.2453 | 0.0806 | 0.1647 | 0 | 0.0493 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135185 | -76796 | -125005 | -2369018 | -853171 | -1956142 |
Profit Factor | 1.7471 | 1.4827 | 2.021 | 0.8371 | 1.0709 | 0.7118 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 56 | 21 | 35 | 38 | 19 | 19 |
Losing Trades | 25 | 19 | 6 | 43 | 21 | 22 |
Profitability (%) | 69.1358 | 52.5 | 85.3659 | 46.9136 | 47.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.78 | 1.3415 | 0.3465 | 0.9473 | 1.1836 | 0.8242 |
Largest Winning Trade | 84460 | 84460 | 42920 | 545603 | 436269 | 545603 |
Largest Losing Trade | -125005 | -32694 | -125005 | -1498702 | -198295 | -1498702 |
Avg Bars in Trades | 35 | 36 | 33 | 35 | 36 | 33 |
Avg Bars in Winners | 26 | 23 | 28 | 41 | 46 | 36 |
Avg Bars in Losers | 54 | 50 | 64 | 29 | 27 | 31 |
Bars Traded | 2838 | 1458 | 1380 | 2838 | 1458 | 1380 |
Profit Streak | 21.9039 | 0 | 64.9039 | 0 | 50.4039 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4427 | -83734 | 496818 | -598255 | -270088 | -582165 |
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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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