Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438255.9649 | 374277.3401 | 63978.6248 | -518726.6771 | -930834.6713 | 412107.9942 |
Total P&L (%) | 438.256 | 374.2773 | 63.9786 | -518.7267 | -930.8347 | 412.108 |
Avg Daily Profit (%) | 0.2346 | 0.2004 | 0.0343 | 0 | 0 | 0.0875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163136 | -78114 | -146096 | -4260341 | -3087605 | -1221448 |
Profit Factor | 1.5957 | 2.0344 | 1.1711 | 0.9289 | 0.8083 | 1.1686 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 58 | 31 | 27 | 41 | 20 | 21 |
Losing Trades | 41 | 19 | 22 | 58 | 30 | 28 |
Profitability (%) | 58.5859 | 62 | 55.102 | 41.4141 | 40 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.128 | 1.2469 | 0.9543 | 1.3141 | 1.2124 | 1.5582 |
Largest Winning Trade | 113036 | 113036 | 49770 | 1839895 | 1839895 | 1200760 |
Largest Losing Trade | -137685 | -45283 | -137685 | -1918243 | -1918243 | -477666 |
Avg Bars in Trades | 72 | 56 | 88 | 72 | 56 | 88 |
Avg Bars in Winners | 73 | 47 | 103 | 66 | 63 | 70 |
Avg Bars in Losers | 70 | 71 | 69 | 76 | 52 | 101 |
Bars Traded | 7155 | 2836 | 4320 | 7155 | 2836 | 4320 |
Profit Streak | 0 | 0 | 79.9909 | 15.4909 | 308.9909 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402649 | -168119 | -180173 | -581604 | -761646 | -112769 |
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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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