Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159550.9093 | 1332330.3724 | -172779.4631 | -109445.9198 | -130822.7584 | 21376.8386 |
Total P&L (%) | 1159.5509 | 1332.3304 | -172.7795 | -109.4459 | -130.8228 | 21.3768 |
Avg Daily Profit (%) | 0.5566 | 0.6395 | -0.0829 | 0 | 0 | 0.0093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269499 | -240218 | -67297 | -848717 | -824749 | -106015 |
Profit Factor | 2.2704 | 3.3989 | 0.5165 | 0.9333 | 0.8975 | 1.0586 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 50 | 23 | 27 | 66 | 35 | 31 |
Losing Trades | 67 | 35 | 32 | 51 | 23 | 28 |
Profitability (%) | 42.735 | 39.6552 | 45.7627 | 56.4103 | 60.3448 | 52.5424 |
Ratio Avg Win / Avg Loss | 3.0424 | 5.1723 | 0.6121 | 0.7212 | 0.5898 | 0.9561 |
Largest Winning Trade | 1469154 | 1469154 | 36309 | 417528 | 417528 | 158358 |
Largest Losing Trade | -132170 | -51513 | -132170 | -824749 | -824749 | -132170 |
Avg Bars in Trades | 206 | 336 | 78 | 206 | 336 | 78 |
Avg Bars in Winners | 287 | 522 | 86 | 144 | 214 | 64 |
Avg Bars in Losers | 146 | 214 | 71 | 286 | 522 | 93 |
Bars Traded | 24144 | 19532 | 4612 | 24144 | 19532 | 4612 |
Profit Streak | 86.8793 | 98.1293 | 86.8793 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498729 | -165502 | -758547 | -579636 | -759492 | -520515 |
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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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