Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22211.1307 | 95679.8784 | -73468.7477 | 53372.3891 | 589772.9636 | -536400.5745 |
Total P&L (%) | 22.2111 | 95.6799 | -73.4687 | 53.3724 | 589.773 | -536.4006 |
Avg Daily Profit (%) | 0.0215 | 0.0927 | -0.0712 | 0.0415 | 0.1873 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -364381 | -198444 | -174524 | -1909646 | -760110 | -1323457 |
Profit Factor | 1.032 | 1.3132 | 0.8108 | 1.0158 | 1.3594 | 0.6896 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 46 | 20 | 26 | 30 | 18 | 12 |
Losing Trades | 30 | 18 | 12 | 46 | 20 | 26 |
Profitability (%) | 60.5263 | 52.6316 | 68.4211 | 39.4737 | 47.3684 | 31.5789 |
Ratio Avg Win / Avg Loss | 0.6731 | 1.1819 | 0.3742 | 1.5576 | 1.5105 | 1.4941 |
Largest Winning Trade | 58455 | 58455 | 29892 | 737797 | 634907 | 737797 |
Largest Losing Trade | -163330 | -47639 | -163330 | -399483 | -399483 | -304607 |
Avg Bars in Trades | 79 | 82 | 75 | 79 | 82 | 75 |
Avg Bars in Winners | 61 | 57 | 64 | 98 | 101 | 95 |
Avg Bars in Losers | 105 | 109 | 101 | 66 | 65 | 67 |
Bars Traded | 6004 | 3121 | 2884 | 6004 | 3121 | 2884 |
Profit Streak | 28.5479 | 28.5479 | 100.5479 | 28.5479 | 28.5479 | 100.5479 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -407622 | -68109 | -577020 | -397488 | 324635 | -584905 |
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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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