Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258794.8983 | 318105.1169 | -59310.2186 | -1410330.2079 | 464977.8677 | -1875308.0757 |
Total P&L (%) | 258.7949 | 318.1051 | -59.3102 | -1410.3302 | 464.9779 | -1875.3081 |
Avg Daily Profit (%) | 0.1387 | 0.1705 | -0.0318 | 0 | 0.0929 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312632 | -103367 | -293441 | -4593810 | -1719503 | -4061903 |
Profit Factor | 1.2995 | 1.8598 | 0.88 | 0.8488 | 1.1282 | 0.6712 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 61 | 30 | 31 | 59 | 29 | 30 |
Losing Trades | 30 | 15 | 15 | 32 | 16 | 16 |
Profitability (%) | 67.033 | 66.6667 | 67.3913 | 64.8352 | 64.4444 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.6391 | 0.9299 | 0.4258 | 0.4604 | 0.6225 | 0.358 |
Largest Winning Trade | 101444 | 101444 | 40300 | 1228500 | 813296 | 1228500 |
Largest Losing Trade | -255907 | -70421 | -255907 | -3844359 | -876785 | -3844359 |
Avg Bars in Trades | 79 | 87 | 71 | 79 | 87 | 71 |
Avg Bars in Winners | 52 | 56 | 48 | 69 | 75 | 63 |
Avg Bars in Losers | 133 | 148 | 119 | 97 | 108 | 85 |
Bars Traded | 7196 | 3916 | 3280 | 7196 | 3916 | 3280 |
Profit Streak | 21.1612 | 0 | 65.1612 | 0 | 53.4112 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6168 | 372500 | -577478 | -578334 | -147632 | -578731 |
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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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