Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651020.3334 | 547965.7891 | 103054.5443 | 112945.5305 | -187529.3336 | 300474.8641 |
Total P&L (%) | 651.0203 | 547.9658 | 103.0545 | 112.9455 | -187.5293 | 300.4749 |
Avg Daily Profit (%) | 0.3737 | 0.3146 | 0.0592 | 0.0434 | 0 | 0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130783 | -169588 | -32571 | -720839 | -846859 | -133779 |
Profit Factor | 1.8676 | 1.8667 | 1.8728 | 1.036 | 0.9307 | 1.6939 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 65 | 23 | 42 | 65 | 23 | 42 |
Losing Trades | 74 | 46 | 28 | 74 | 46 | 28 |
Profitability (%) | 46.7626 | 33.3333 | 60 | 46.7626 | 33.3333 | 60 |
Ratio Avg Win / Avg Loss | 2.1262 | 3.7334 | 1.2485 | 1.1794 | 1.8613 | 1.1293 |
Largest Winning Trade | 460138 | 460138 | 19044 | 497606 | 497606 | 74065 |
Largest Losing Trade | -49221 | -49221 | -12954 | -303496 | -303496 | -61286 |
Avg Bars in Trades | 48 | 92 | 5 | 48 | 92 | 5 |
Avg Bars in Winners | 56 | 150 | 5 | 56 | 150 | 5 |
Avg Bars in Losers | 41 | 63 | 6 | 41 | 63 | 6 |
Bars Traded | 6762 | 6374 | 388 | 6762 | 6374 | 388 |
Profit Streak | 102.3308 | 102.3308 | 128.5808 | 102.3308 | 102.3308 | 128.5808 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489964 | -94921 | -202705 | -315326 | -685481 | -175689 |
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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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