Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525647.8164 | 543006.4062 | -17358.5898 | 54835.6206 | 1317810.9661 | -1262975.3455 |
Total P&L (%) | 525.6478 | 543.0064 | -17.3586 | 54.8356 | 1317.811 | -1262.9753 |
Avg Daily Profit (%) | 0.2844 | 0.2938 | -0.0094 | 0.0237 | 0.1436 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223851 | -186218 | -80385 | -1916292 | -1245402 | -1441775 |
Profit Factor | 1.6564 | 2.2959 | 0.9545 | 1.0108 | 1.5927 | 0.5591 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 43.2624 | 41.4286 | 45.0704 | 43.2624 | 41.4286 | 45.0704 |
Ratio Avg Win / Avg Loss | 2.1724 | 3.246 | 1.1633 | 1.3256 | 2.2517 | 0.6814 |
Largest Winning Trade | 370722 | 370722 | 63266 | 1104552 | 1104552 | 333850 |
Largest Losing Trade | -30423 | -25868 | -30423 | -447189 | -249744 | -447189 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 32 | 25 | 38 | 32 | 25 | 38 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 3616 | 1650 | 1966 | 3616 | 1650 | 1966 |
Profit Streak | 11.0976 | 21.5976 | 11.0976 | 11.0976 | 21.5976 | 11.0976 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396742 | -83752 | -667069 | -371819 | -94912 | -668735 |
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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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