Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 733806.5806 | 586856.0735 | 146950.5071 | 1989388.6984 | -817670.2955 | 2807058.9939 |
Total P&L (%) | 733.8066 | 586.8561 | 146.9505 | 1989.3887 | -817.6703 | 2807.059 |
Avg Daily Profit (%) | 0.3103 | 0.2481 | 0.0621 | 0.1286 | 0 | 0.1426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83143 | -75090 | -97178 | -1514704 | -1684086 | -592240 |
Profit Factor | 2.2143 | 2.7903 | 1.5315 | 1.3358 | 0.8122 | 2.7889 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 53.4483 | 51.7241 | 55.1724 | 53.4483 | 51.7241 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.9286 | 2.6043 | 1.2443 | 1.1635 | 0.7581 | 2.266 |
Largest Winning Trade | 200428 | 200428 | 63834 | 1229671 | 676972 | 1229671 |
Largest Losing Trade | -71044 | -37427 | -71044 | -870564 | -870564 | -530196 |
Avg Bars in Trades | 57 | 66 | 49 | 57 | 66 | 49 |
Avg Bars in Winners | 70 | 71 | 69 | 70 | 71 | 69 |
Avg Bars in Losers | 43 | 62 | 24 | 43 | 62 | 24 |
Bars Traded | 6712 | 3869 | 2843 | 6712 | 3869 | 2843 |
Profit Streak | 13.9534 | 0 | 26.6201 | 13.9534 | 0 | 26.6201 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523664 | -166057 | -287303 | -19266 | -760609 | -175796 |
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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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