Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590161.3327 | 536127.9846 | 54033.3482 | -57044.2873 | -487829.9468 | 430785.6595 |
Total P&L (%) | 590.1613 | 536.128 | 54.0333 | -57.0443 | -487.8299 | 430.7857 |
Avg Daily Profit (%) | 0.3991 | 0.3626 | 0.0365 | -0.0571 | 0 | 0.1129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165575 | -162584 | -153414 | -1252697 | -1221727 | -365059 |
Profit Factor | 1.6684 | 1.998 | 1.1563 | 0.9809 | 0.7792 | 1.5564 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 49.1935 | 41.9355 | 56.4516 | 49.1935 | 41.9355 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.7231 | 2.7665 | 0.892 | 1.013 | 1.0788 | 1.2006 |
Largest Winning Trade | 582466 | 582466 | 36678 | 648461 | 648461 | 271858 |
Largest Losing Trade | -64348 | -45049 | -64348 | -393809 | -393809 | -138606 |
Avg Bars in Trades | 34 | 39 | 29 | 34 | 39 | 29 |
Avg Bars in Winners | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Losers | 34 | 41 | 25 | 34 | 41 | 25 |
Bars Traded | 4308 | 2460 | 1848 | 4308 | 2460 | 1848 |
Profit Streak | 0 | 0 | 19.3503 | 0 | 0 | 19.3503 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464943 | -144370 | -347968 | -579096 | -736705 | -193066 |
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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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