Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878726.6454 | 739861.0011 | 138865.6443 | -55377.1459 | 21039.8458 | -76416.9917 |
Total P&L (%) | 878.7266 | 739.861 | 138.8656 | -55.3771 | 21.0398 | -76.417 |
Avg Daily Profit (%) | 0.4511 | 0.3798 | 0.0713 | -0.0414 | 0.0098 | -0.0741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247917 | -91640 | -205144 | -111443 | -16803 | -102820 |
Profit Factor | 2.0875 | 2.8393 | 1.3423 | 0.7324 | 1.4119 | 0.5098 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 54.4118 | 47.0588 | 61.7647 | 54.4118 | 47.0588 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.749 | 3.1942 | 0.8309 | 0.6137 | 1.5883 | 0.3156 |
Largest Winning Trade | 559177 | 559177 | 67609 | 22780 | 16270 | 22780 |
Largest Losing Trade | -98469 | -36530 | -98469 | -92039 | -8390 | -92039 |
Avg Bars in Trades | 27 | 29 | 25 | 27 | 29 | 25 |
Avg Bars in Winners | 26 | 22 | 28 | 26 | 22 | 28 |
Avg Bars in Losers | 29 | 34 | 21 | 29 | 34 | 21 |
Bars Traded | 3723 | 1976 | 1747 | 3723 | 1976 | 1747 |
Profit Streak | 26.5215 | 26.5215 | 32.5215 | 26.5215 | 26.5215 | 32.5215 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605782 | -94788 | -205008 | -578103 | -293835 | -686703 |
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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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