Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537145.2447 | 396393.7823 | 140751.4624 | -118913.0426 | 116575.6352 | -235488.6779 |
Total P&L (%) | 537.1452 | 396.3938 | 140.7515 | -118.913 | 116.5756 | -235.4887 |
Avg Daily Profit (%) | 0.2824 | 0.2084 | 0.074 | 0 | 0.0406 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129854 | -54309 | -164432 | -2182675 | -1089342 | -1970881 |
Profit Factor | 1.5308 | 2.1805 | 1.2081 | 0.983 | 1.0469 | 0.9475 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 108 | 55 | 53 | 103 | 57 | 46 |
Losing Trades | 81 | 40 | 41 | 86 | 38 | 48 |
Profitability (%) | 57.1429 | 57.8947 | 56.383 | 54.4974 | 60 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.1481 | 1.5858 | 0.9346 | 0.8207 | 0.6979 | 0.9887 |
Largest Winning Trade | 75862 | 60163 | 75862 | 454652 | 303789 | 454652 |
Largest Losing Trade | -101388 | -30744 | -101388 | -1963214 | -658564 | -1963214 |
Avg Bars in Trades | 38 | 25 | 51 | 38 | 25 | 51 |
Avg Bars in Winners | 34 | 21 | 48 | 36 | 20 | 57 |
Avg Bars in Losers | 44 | 32 | 56 | 41 | 33 | 46 |
Bars Traded | 7334 | 2447 | 4887 | 7334 | 2447 | 4887 |
Profit Streak | 485.3923 | 485.3923 | 551.8923 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472045 | 483351 | -94388 | -579205 | -307995 | -581494 |
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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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