Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631972.6975 | 470641.7605 | 161330.937 | -1261920.5513 | 191613.9462 | -1453534.4975 |
Total P&L (%) | 631.9727 | 470.6418 | 161.3309 | -1261.9206 | 191.6139 | -1453.5345 |
Avg Daily Profit (%) | 0.2908 | 0.2166 | 0.0742 | 0 | 0.0493 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123325 | -75687 | -138558 | -2086847 | -766051 | -2107979 |
Profit Factor | 2.03 | 2.5098 | 1.5345 | 0.7764 | 1.0717 | 0.5107 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 24 | 31 | 41 | 26 | 15 |
Losing Trades | 39 | 23 | 16 | 53 | 21 | 32 |
Profitability (%) | 58.5106 | 51.0638 | 65.9574 | 43.617 | 55.3191 | 31.9149 |
Ratio Avg Win / Avg Loss | 1.4394 | 2.4052 | 0.792 | 1.0036 | 0.8656 | 1.0895 |
Largest Winning Trade | 257385 | 257385 | 59615 | 565547 | 565547 | 505277 |
Largest Losing Trade | -118451 | -43398 | -118451 | -441299 | -441299 | -417675 |
Avg Bars in Trades | 87 | 100 | 74 | 87 | 100 | 74 |
Avg Bars in Winners | 91 | 103 | 83 | 85 | 100 | 59 |
Avg Bars in Losers | 82 | 98 | 58 | 89 | 101 | 81 |
Bars Traded | 8257 | 4738 | 3519 | 8257 | 4738 | 3519 |
Profit Streak | 49.9433 | 0 | 152.1933 | 0 | 86.4433 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485264 | 459574 | -90463 | -581342 | -269109 | -586063 |
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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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