Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883418.0926 | 734303.7753 | 149114.3173 | 1003135.902 | -253755.5134 | 1256891.4153 |
Total P&L (%) | 883.4181 | 734.3038 | 149.1143 | 1003.1359 | -253.7555 | 1256.8914 |
Avg Daily Profit (%) | 0.3757 | 0.3123 | 0.0634 | 0.1021 | 0 | 0.111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119733 | -122189 | -133593 | -1023115 | -865261 | -484518 |
Profit Factor | 2.029 | 2.7079 | 1.3479 | 1.2516 | 0.8895 | 1.7436 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 86 | 49 | 37 | 86 | 49 | 37 |
Profitability (%) | 39.0071 | 30.9859 | 47.1429 | 39.0071 | 30.9859 | 47.1429 |
Ratio Avg Win / Avg Loss | 3.1726 | 6.0312 | 1.5113 | 1.9571 | 1.9812 | 1.955 |
Largest Winning Trade | 476102 | 476102 | 58180 | 600852 | 485936 | 600852 |
Largest Losing Trade | -59365 | -27368 | -59365 | -299789 | -224106 | -299789 |
Avg Bars in Trades | 65 | 51 | 80 | 65 | 51 | 80 |
Avg Bars in Winners | 121 | 96 | 137 | 121 | 96 | 137 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 9267 | 3662 | 5605 | 9267 | 3662 | 5605 |
Profit Streak | 0 | 0 | 8.3762 | 0 | 0 | 8.3762 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341775 | -80188 | -201666 | -59197 | -672352 | -136034 |
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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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