Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1200735.5088 | 1099943.1568 | 100792.352 | 322581.376 | -505897.3227 | 828478.6987 |
Total P&L (%) | 1200.7355 | 1099.9432 | 100.7924 | 322.5814 | -505.8973 | 828.4787 |
Avg Daily Profit (%) | 0.5081 | 0.4655 | 0.0427 | 0.061 | 0 | 0.0943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123957 | -98840 | -141162 | -1284932 | -1155763 | -605045 |
Profit Factor | 2.8184 | 4.1522 | 1.3237 | 1.0883 | 0.7677 | 1.5616 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 33.7079 | 22.2222 | 45.4545 | 33.7079 | 22.2222 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.5428 | 14.5326 | 1.5884 | 2.1403 | 2.687 | 1.8739 |
Largest Winning Trade | 1102237 | 1102237 | 60539 | 634417 | 418837 | 634417 |
Largest Losing Trade | -48054 | -31320 | -48054 | -484243 | -270572 | -484243 |
Avg Bars in Trades | 156 | 124 | 188 | 156 | 124 | 188 |
Avg Bars in Winners | 325 | 314 | 331 | 325 | 314 | 331 |
Avg Bars in Losers | 69 | 69 | 69 | 69 | 69 | 69 |
Bars Traded | 13886 | 5587 | 8299 | 13886 | 5587 | 8299 |
Profit Streak | 0 | 0 | 24.2003 | 0 | 0 | 24.2003 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358297 | -24789 | -135759 | -239837 | -620269 | -64964 |
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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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