Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605738.0496 | 480127.2948 | 125610.7548 | -1208685.0649 | 83125.9843 | -1291811.0492 |
Total P&L (%) | 605.7381 | 480.1273 | 125.6108 | -1208.6851 | 83.126 | -1291.811 |
Avg Daily Profit (%) | 0.4074 | 0.323 | 0.0845 | 0 | 0.0407 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151154 | -143679 | -52422 | -2230495 | -1204598 | -1498477 |
Profit Factor | 1.7581 | 2.0769 | 1.3557 | 0.8111 | 1.0245 | 0.5697 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 64 | 27 | 37 | 60 | 35 | 25 |
Losing Trades | 62 | 36 | 26 | 66 | 28 | 38 |
Profitability (%) | 50.7937 | 42.8571 | 58.7302 | 47.619 | 55.5556 | 39.6825 |
Ratio Avg Win / Avg Loss | 1.7032 | 2.7692 | 0.9526 | 0.8922 | 0.8196 | 0.8659 |
Largest Winning Trade | 276719 | 276719 | 60788 | 593010 | 593010 | 389275 |
Largest Losing Trade | -151154 | -34735 | -151154 | -764936 | -764936 | -472732 |
Avg Bars in Trades | 34 | 39 | 28 | 34 | 39 | 28 |
Avg Bars in Winners | 35 | 33 | 35 | 33 | 44 | 18 |
Avg Bars in Losers | 33 | 44 | 18 | 34 | 33 | 35 |
Bars Traded | 4304 | 2494 | 1810 | 4304 | 2494 | 1810 |
Profit Streak | 0 | 0 | 0 | 40.6806 | 40.6806 | 43.6806 |
Trades During Streak | 0 | 0 | 0 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 488925 | -137115 | -226665 | -579831 | -478775 | -730049 |
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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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