Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 560989.1746 | 329042.7016 | 231946.473 | 1139858.0845 | -847339.1225 | 1987197.207 |
Total P&L (%) | 560.9892 | 329.0427 | 231.9465 | 1139.8581 | -847.3391 | 1987.1972 |
Avg Daily Profit (%) | 0.3079 | 0.1806 | 0.1273 | 0.1383 | 0 | 0.1669 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104865 | -87870 | -52394 | -2749632 | -2307813 | -805852 |
Profit Factor | 1.8205 | 1.7828 | 1.8807 | 1.1327 | 0.8484 | 1.6619 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 89 | 51 | 38 | 89 | 51 | 38 |
Profitability (%) | 38.6207 | 30.137 | 47.2222 | 38.6207 | 30.137 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.8933 | 4.133 | 2.1019 | 1.8002 | 1.9667 | 1.8574 |
Largest Winning Trade | 199233 | 199233 | 63725 | 1140651 | 1140651 | 959407 |
Largest Losing Trade | -29491 | -29491 | -26712 | -611692 | -611692 | -375135 |
Avg Bars in Trades | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Winners | 54 | 64 | 47 | 54 | 64 | 47 |
Avg Bars in Losers | 24 | 27 | 21 | 24 | 27 | 21 |
Bars Traded | 5215 | 2802 | 2413 | 5215 | 2802 | 2413 |
Profit Streak | 0 | 0 | 35.957 | 0 | 0 | 35.957 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301401 | -68846 | -99494 | -85532 | -657682 | -69092 |
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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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