Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748559.9126 | 690976.0939 | 57583.8187 | -306887.2478 | -135377.4612 | -171509.7866 |
Total P&L (%) | 748.5599 | 690.9761 | 57.5838 | -306.8872 | -135.3775 | -171.5098 |
Avg Daily Profit (%) | 0.3106 | 0.2867 | 0.0239 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -233067 | -112498 | -155307 | -326152 | -232052 | -186533 |
Profit Factor | 2.1776 | 3.1362 | 1.1844 | 0.6077 | 0.6677 | 0.5425 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 58 | 26 | 32 | 32 | 18 | 14 |
Losing Trades | 37 | 21 | 16 | 63 | 29 | 34 |
Profitability (%) | 61.0526 | 55.3191 | 66.6667 | 33.6842 | 38.2979 | 29.1667 |
Ratio Avg Win / Avg Loss | 1.3891 | 2.5331 | 0.5922 | 1.1964 | 1.0757 | 1.3176 |
Largest Winning Trade | 573002 | 573002 | 63467 | 76314 | 76314 | 38909 |
Largest Losing Trade | -119068 | -53217 | -119068 | -125316 | -125316 | -35107 |
Avg Bars in Trades | 48 | 39 | 57 | 48 | 39 | 57 |
Avg Bars in Winners | 55 | 47 | 62 | 41 | 28 | 59 |
Avg Bars in Losers | 38 | 30 | 48 | 52 | 46 | 56 |
Bars Traded | 4631 | 1866 | 2764 | 4631 | 1866 | 2764 |
Profit Streak | 17.305 | 59.305 | 17.305 | 0 | 0 | 0 |
Trades During Streak | 2 | 5 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531653 | 613969 | -178280 | -585203 | -583581 | -590473 |
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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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