Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452319.9228 | 275900.5177 | 176419.4052 | -3072913.8392 | -1467215.4917 | -1605698.3475 |
Total P&L (%) | 452.3199 | 275.9005 | 176.4194 | -3072.9138 | -1467.2155 | -1605.6983 |
Avg Daily Profit (%) | 0.4385 | 0.2675 | 0.171 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144719 | -80231 | -147802 | -3205291 | -1493345 | -1724136 |
Profit Factor | 2.0048 | 2.3318 | 1.726 | 0.166 | 0.194 | 0.1385 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 59 | 26 | 33 | 35 | 21 | 14 |
Losing Trades | 32 | 19 | 13 | 56 | 24 | 32 |
Profitability (%) | 64.8352 | 57.7778 | 71.7391 | 38.4615 | 46.6667 | 30.4348 |
Ratio Avg Win / Avg Loss | 1.0873 | 1.704 | 0.6799 | 0.2655 | 0.2218 | 0.3166 |
Largest Winning Trade | 78446 | 78446 | 39409 | 115027 | 88986 | 115027 |
Largest Losing Trade | -132801 | -30539 | -132801 | -941952 | -941952 | -524716 |
Avg Bars in Trades | 132 | 108 | 156 | 132 | 108 | 156 |
Avg Bars in Winners | 139 | 109 | 163 | 104 | 100 | 109 |
Avg Bars in Losers | 118 | 106 | 136 | 150 | 115 | 176 |
Bars Traded | 12061 | 4882 | 7179 | 12061 | 4882 | 7179 |
Profit Streak | 0 | 25.7525 | 0 | 4.5025 | 0 | 9.4192 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532858 | 513175 | 387315 | -584773 | -582008 | -587647 |
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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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