Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716009.0088 | 683451.2134 | 32557.7954 | -16028.314 | -629119.1626 | 613090.8486 |
Total P&L (%) | 716.009 | 683.4512 | 32.5578 | -16.0283 | -629.1192 | 613.0908 |
Avg Daily Profit (%) | 0.3037 | 0.2899 | 0.0138 | -0.0074 | 0 | 0.0834 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198341 | -144827 | -154128 | -1084577 | -1005822 | -303351 |
Profit Factor | 1.7013 | 2.2338 | 1.0697 | 0.9956 | 0.75 | 1.5397 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 47.2441 | 42.8571 | 51.5625 | 47.2441 | 42.8571 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.8998 | 2.9783 | 1.0049 | 1.1118 | 1 | 1.4464 |
Largest Winning Trade | 500920 | 500920 | 54990 | 369247 | 369247 | 273482 |
Largest Losing Trade | -53967 | -40702 | -53967 | -247737 | -247737 | -221399 |
Avg Bars in Trades | 36 | 38 | 33 | 36 | 38 | 33 |
Avg Bars in Winners | 41 | 44 | 38 | 41 | 44 | 38 |
Avg Bars in Losers | 31 | 34 | 27 | 31 | 34 | 27 |
Bars Traded | 4578 | 2455 | 2123 | 4578 | 2455 | 2123 |
Profit Streak | 13.8165 | 0 | 38.3165 | 13.8165 | 0 | 38.3165 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432418 | -136678 | -459549 | -579247 | -730513 | -218123 |
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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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