Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872334.3965 | 716682.0853 | 155652.3112 | 459027.9466 | -609894.6702 | 1068922.6168 |
Total P&L (%) | 872.3344 | 716.6821 | 155.6523 | 459.0279 | -609.8947 | 1068.9226 |
Avg Daily Profit (%) | 0.5898 | 0.4846 | 0.1052 | 0.1164 | 0 | 0.1664 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129649 | -137313 | -88831 | -1933798 | -2059320 | -1287086 |
Profit Factor | 1.9513 | 2.301 | 1.4252 | 1.04 | 0.9121 | 1.2362 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 54 | 17 | 37 | 54 | 17 | 37 |
Losing Trades | 124 | 72 | 52 | 124 | 72 | 52 |
Profitability (%) | 30.3371 | 19.1011 | 41.573 | 30.3371 | 19.1011 | 41.573 |
Ratio Avg Win / Avg Loss | 4.4808 | 9.7452 | 2.003 | 2.3882 | 3.8632 | 1.7374 |
Largest Winning Trade | 547959 | 547959 | 54838 | 1438996 | 1438996 | 631284 |
Largest Losing Trade | -27347 | -27347 | -19359 | -463065 | -463065 | -431496 |
Avg Bars in Trades | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Winners | 31 | 39 | 28 | 31 | 39 | 28 |
Avg Bars in Losers | 8 | 10 | 6 | 8 | 10 | 6 |
Bars Traded | 2823 | 1437 | 1386 | 2823 | 1437 | 1386 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311007 | -41001 | -53839 | -219384 | -633852 | 188636 |
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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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