Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766727.7301 | 650626.576 | 116101.1541 | 691321.4085 | -168887.6865 | 860209.095 |
Total P&L (%) | 766.7277 | 650.6266 | 116.1012 | 691.3214 | -168.8877 | 860.2091 |
Avg Daily Profit (%) | 0.3236 | 0.2746 | 0.049 | 0.0873 | 0 | 0.0955 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145369 | -61295 | -193185 | -841153 | -635630 | -312525 |
Profit Factor | 1.8593 | 2.6054 | 1.2384 | 1.306 | 0.8758 | 1.957 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 38.5246 | 32.7869 | 44.2623 | 38.5246 | 32.7869 | 44.2623 |
Ratio Avg Win / Avg Loss | 2.9669 | 5.341 | 1.5595 | 2.0841 | 1.7955 | 2.4644 |
Largest Winning Trade | 326333 | 326333 | 66597 | 444784 | 422658 | 444784 |
Largest Losing Trade | -42333 | -32531 | -42333 | -221869 | -221869 | -174157 |
Avg Bars in Trades | 57 | 50 | 64 | 57 | 50 | 64 |
Avg Bars in Winners | 100 | 90 | 107 | 100 | 90 | 107 |
Avg Bars in Losers | 30 | 31 | 30 | 30 | 31 | 30 |
Bars Traded | 7039 | 3095 | 3944 | 7039 | 3095 | 3944 |
Profit Streak | 0 | 0 | 29.5871 | 0 | 0 | 29.5871 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305420 | -155008 | -290023 | -78839 | -746652 | -224690 |
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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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