Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987357.1743 | 1066783.8227 | -79426.6484 | -204383.3453 | -102065.6658 | -102317.6795 |
Total P&L (%) | 987.3572 | 1066.7838 | -79.4266 | -204.3833 | -102.0657 | -102.3177 |
Avg Daily Profit (%) | 0.5504 | 0.5947 | -0.0443 | 0 | 0 | 0 |
Buy And Hold Return (%) | 308.4867 | 308.4867 | 308.4867 | 308.4867 | 308.4867 | 308.4867 |
Max Trade Drawdown | -245805 | -91010 | -313321 | -288243 | -202257 | -146528 |
Profit Factor | 2.264 | 4.9657 | 0.8449 | 0.722 | 0.7029 | 0.7387 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 56 | 29 | 27 | 41 | 22 | 19 |
Losing Trades | 43 | 21 | 22 | 58 | 28 | 30 |
Profitability (%) | 56.5657 | 58 | 55.102 | 41.4141 | 44 | 38.7755 |
Ratio Avg Win / Avg Loss | 1.7384 | 3.5958 | 0.6884 | 1.0213 | 0.8946 | 1.1664 |
Largest Winning Trade | 965361 | 965361 | 61320 | 83286 | 60820 | 83286 |
Largest Losing Trade | -149845 | -36363 | -149845 | -152151 | -152151 | -106022 |
Avg Bars in Trades | 68 | 66 | 69 | 68 | 66 | 69 |
Avg Bars in Winners | 64 | 50 | 80 | 74 | 85 | 62 |
Avg Bars in Losers | 72 | 89 | 57 | 63 | 51 | 74 |
Bars Traded | 6759 | 3331 | 3429 | 6759 | 3331 | 3429 |
Profit Streak | 29.9473 | 30.1973 | 29.9473 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539664 | -161538 | -579480 | -582186 | -763166 | -583380 |
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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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