Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 651310.5204 | 587928.5448 | 63381.9757 | 100142.7948 | 1190256.8162 | -1090114.0214 |
Total P&L (%) | 651.3105 | 587.9285 | 63.382 | 100.1428 | 1190.2568 | -1090.114 |
Avg Daily Profit (%) | 0.2684 | 0.2422 | 0.0261 | 0.0286 | 0.1054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163593 | -102610 | -161488 | -1589646 | -665472 | -1347037 |
Profit Factor | 1.7044 | 2.4002 | 1.1256 | 1.0242 | 1.7608 | 0.5759 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 50 | 51.5625 | 48.4375 | 50 | 51.5625 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.7044 | 2.2548 | 1.1982 | 1.0242 | 1.6541 | 0.613 |
Largest Winning Trade | 317666 | 317666 | 75729 | 549529 | 549529 | 230591 |
Largest Losing Trade | -66186 | -45248 | -66186 | -723920 | -362510 | -723920 |
Avg Bars in Trades | 74 | 62 | 87 | 74 | 62 | 87 |
Avg Bars in Winners | 91 | 72 | 111 | 91 | 72 | 111 |
Avg Bars in Losers | 58 | 51 | 65 | 58 | 51 | 65 |
Bars Traded | 9584 | 3990 | 5594 | 9584 | 3990 | 5594 |
Profit Streak | 16.0853 | 0 | 29.8353 | 16.0853 | 0 | 29.8353 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459664 | -126006 | -379603 | -347650 | -187455 | -719562 |
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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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