Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048439.4289 | 971492.1211 | 76947.3078 | 109914.0952 | 462734.2173 | -352820.1221 |
Total P&L (%) | 1048.4394 | 971.4921 | 76.9473 | 109.9141 | 462.7342 | -352.8201 |
Avg Daily Profit (%) | 0.5638 | 0.5224 | 0.0414 | 0.0399 | 0.0929 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149383 | -111744 | -81410 | -1126930 | -893016 | -892143 |
Profit Factor | 2.5885 | 3.7402 | 1.2519 | 1.0275 | 1.2438 | 0.8313 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 43.8356 | 42.4658 | 45.2055 | 43.8356 | 42.4658 | 45.2055 |
Ratio Avg Win / Avg Loss | 3.3165 | 5.0674 | 1.5174 | 1.3165 | 1.6852 | 1.0077 |
Largest Winning Trade | 1058811 | 1058811 | 46550 | 1092489 | 1092489 | 335550 |
Largest Losing Trade | -54999 | -37996 | -54999 | -731575 | -197670 | -731575 |
Avg Bars in Trades | 73 | 61 | 85 | 73 | 61 | 85 |
Avg Bars in Winners | 125 | 96 | 153 | 125 | 96 | 153 |
Avg Bars in Losers | 32 | 34 | 30 | 32 | 34 | 30 |
Bars Traded | 10732 | 4461 | 6271 | 10732 | 4461 | 6271 |
Profit Streak | 3.2208 | 0 | 3.7208 | 3.2208 | 0 | 3.7208 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472753 | -57223 | -211037 | -332804 | -142918 | -653412 |
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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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