Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493783.6415 | 416278.6153 | 77505.0262 | -120573.3194 | -664740.7081 | 544167.3887 |
Total P&L (%) | 493.7836 | 416.2786 | 77.505 | -120.5733 | -664.7407 | 544.1674 |
Avg Daily Profit (%) | 0.227 | 0.1914 | 0.0356 | 0 | 0 | 0.0857 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246265 | -142809 | -154323 | -3861314 | -2497580 | -2373189 |
Profit Factor | 1.6396 | 2.0881 | 1.199 | 0.9828 | 0.7936 | 1.1444 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 50 | 20 | 30 | 61 | 33 | 28 |
Losing Trades | 56 | 33 | 23 | 45 | 20 | 25 |
Profitability (%) | 47.1698 | 37.7358 | 56.6038 | 57.5472 | 62.2642 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.8363 | 3.4454 | 0.9192 | 0.725 | 0.481 | 1.0218 |
Largest Winning Trade | 282349 | 282349 | 55045 | 1053094 | 666174 | 1053094 |
Largest Losing Trade | -102705 | -38539 | -102705 | -2371061 | -1394268 | -2371061 |
Avg Bars in Trades | 58 | 68 | 47 | 58 | 68 | 47 |
Avg Bars in Winners | 69 | 89 | 56 | 63 | 70 | 53 |
Avg Bars in Losers | 47 | 56 | 36 | 51 | 65 | 41 |
Bars Traded | 6180 | 3642 | 2537 | 6180 | 3642 | 2537 |
Profit Streak | 0 | 0 | 35.8422 | 24.1755 | 277.5088 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 9 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364957 | -173307 | -327267 | -578973 | -757762 | -319553 |
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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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