Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722216.6946 | 645956.0717 | 76260.6229 | -393200.363 | 623424.6712 | -1016625.0342 |
Total P&L (%) | 722.2167 | 645.9561 | 76.2606 | -393.2004 | 623.4247 | -1016.625 |
Avg Daily Profit (%) | 0.3864 | 0.3456 | 0.0408 | 0 | 0.1059 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -263409 | -142334 | -162367 | -1685641 | -230456 | -1540505 |
Profit Factor | 2.2399 | 3.2014 | 1.2638 | 0.8172 | 2.2267 | 0.381 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 20 | 24 | 44 | 26 | 18 |
Losing Trades | 45 | 24 | 21 | 45 | 18 | 27 |
Profitability (%) | 49.4382 | 45.4545 | 53.3333 | 49.4382 | 59.0909 | 40 |
Ratio Avg Win / Avg Loss | 2.2908 | 3.8417 | 1.1058 | 0.8357 | 1.5415 | 0.5715 |
Largest Winning Trade | 356286 | 356286 | 46621 | 367210 | 367210 | 289953 |
Largest Losing Trade | -109737 | -41617 | -109737 | -1244756 | -124978 | -1244756 |
Avg Bars in Trades | 58 | 63 | 53 | 58 | 63 | 53 |
Avg Bars in Winners | 59 | 61 | 58 | 51 | 60 | 39 |
Avg Bars in Losers | 57 | 65 | 47 | 65 | 69 | 62 |
Bars Traded | 5206 | 2805 | 2401 | 5206 | 2805 | 2401 |
Profit Streak | 221.9453 | 222.612 | 221.9453 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552367 | 541756 | -136684 | -580758 | -45672 | -584600 |
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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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