Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675958.6043 | 436989.0011 | 238969.6031 | -319115.9784 | 441644.2834 | -760760.2618 |
Total P&L (%) | 675.9586 | 436.989 | 238.9696 | -319.116 | 441.6443 | -760.7603 |
Avg Daily Profit (%) | 0.3559 | 0.2301 | 0.1258 | 0 | 0.089 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102212 | -49614 | -101764 | -1255959 | -348974 | -1188197 |
Profit Factor | 1.9231 | 2.6607 | 1.5094 | 0.913 | 1.4689 | 0.721 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 88 | 43 | 45 | 70 | 37 | 33 |
Losing Trades | 53 | 27 | 26 | 71 | 33 | 38 |
Profitability (%) | 62.4113 | 61.4286 | 63.3803 | 49.6454 | 52.8571 | 46.4789 |
Ratio Avg Win / Avg Loss | 1.1582 | 1.6707 | 0.8721 | 0.9261 | 1.3101 | 0.8303 |
Largest Winning Trade | 69911 | 69911 | 50231 | 293618 | 138753 | 293618 |
Largest Losing Trade | -101764 | -24365 | -101764 | -1055134 | -140648 | -1055134 |
Avg Bars in Trades | 38 | 26 | 50 | 38 | 26 | 50 |
Avg Bars in Winners | 38 | 22 | 53 | 32 | 19 | 47 |
Avg Bars in Losers | 39 | 34 | 44 | 45 | 35 | 53 |
Bars Traded | 5464 | 1888 | 3575 | 5464 | 1888 | 3575 |
Profit Streak | 56.7143 | 0 | 58.7143 | 0 | 59.0476 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520359 | -79467 | -109737 | -580542 | -166009 | -669105 |
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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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