Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828219.0614 | 677379.2938 | 150839.7675 | 453902.0791 | -285988.7453 | 739890.8244 |
Total P&L (%) | 828.2191 | 677.3793 | 150.8398 | 453.9021 | -285.9887 | 739.8908 |
Avg Daily Profit (%) | 0.4277 | 0.3498 | 0.0779 | 0.0884 | 0 | 0.1099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96488 | -67325 | -140272 | -724716 | -778501 | -214677 |
Profit Factor | 2.114 | 2.8281 | 1.4044 | 1.1403 | 0.864 | 1.6534 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Losing Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Profitability (%) | 55.1724 | 56.1644 | 54.1667 | 55.1724 | 56.1644 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.7176 | 2.2073 | 1.1884 | 0.9265 | 0.6743 | 1.3991 |
Largest Winning Trade | 485574 | 485574 | 47964 | 393014 | 393014 | 298251 |
Largest Losing Trade | -85934 | -41558 | -85934 | -346252 | -346252 | -157642 |
Avg Bars in Trades | 38 | 41 | 35 | 38 | 41 | 35 |
Avg Bars in Winners | 44 | 45 | 42 | 44 | 45 | 42 |
Avg Bars in Losers | 31 | 37 | 26 | 31 | 37 | 26 |
Bars Traded | 5577 | 3048 | 2529 | 5577 | 3048 | 2529 |
Profit Streak | 24.3256 | 40.6589 | 0 | 24.3256 | 40.6589 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561673 | -55616 | -166876 | -141127 | -651110 | -122416 |
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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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