Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692167.3243 | 501896.3098 | 190271.0145 | 2460241.0874 | -612296.7019 | 3072537.7893 |
Total P&L (%) | 692.1673 | 501.8963 | 190.271 | 2460.2411 | -612.2967 | 3072.5378 |
Avg Daily Profit (%) | 0.2939 | 0.2131 | 0.0808 | 0.1378 | 0 | 0.1469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155250 | -60185 | -144737 | -2299660 | -1549676 | -1019194 |
Profit Factor | 2.0868 | 2.605 | 1.5869 | 1.3686 | 0.8448 | 2.1255 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 46.3415 | 41.9355 | 50.8197 | 46.3415 | 41.9355 | 50.8197 |
Ratio Avg Win / Avg Loss | 2.4163 | 3.6069 | 1.5357 | 1.5847 | 1.1697 | 2.0569 |
Largest Winning Trade | 185570 | 185570 | 67494 | 1819236 | 799644 | 1819236 |
Largest Losing Trade | -62146 | -29596 | -62146 | -731651 | -677026 | -731651 |
Avg Bars in Trades | 112 | 93 | 132 | 112 | 93 | 132 |
Avg Bars in Winners | 149 | 127 | 167 | 149 | 127 | 167 |
Avg Bars in Losers | 81 | 69 | 96 | 81 | 69 | 96 |
Bars Traded | 13892 | 5821 | 8071 | 13892 | 5821 | 8071 |
Profit Streak | 0 | 0 | 136.7485 | 0 | 0 | 136.7485 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421627 | -144476 | -242347 | -8141 | -736705 | -152680 |
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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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