Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 721757.6397 | 581667.3892 | 140090.2505 | 288828.8394 | -274617.3479 | 563446.1872 |
Total P&L (%) | 721.7576 | 581.6674 | 140.0903 | 288.8288 | -274.6173 | 563.4462 |
Avg Daily Profit (%) | 0.4855 | 0.3912 | 0.0942 | 0.0914 | 0 | 0.1274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115817 | -138287 | -76615 | -1169488 | -1153406 | -649657 |
Profit Factor | 1.8524 | 2.1155 | 1.4307 | 1.0518 | 0.9222 | 1.275 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 52 | 18 | 34 | 52 | 18 | 34 |
Losing Trades | 109 | 62 | 47 | 109 | 62 | 47 |
Profitability (%) | 32.2981 | 22.5 | 41.9753 | 32.2981 | 22.5 | 41.9753 |
Ratio Avg Win / Avg Loss | 3.8829 | 7.2866 | 1.9777 | 2.2047 | 3.1766 | 1.7625 |
Largest Winning Trade | 488127 | 488127 | 50469 | 935551 | 935551 | 279309 |
Largest Losing Trade | -37043 | -37043 | -22186 | -334571 | -334571 | -153906 |
Avg Bars in Trades | 35 | 37 | 33 | 35 | 37 | 33 |
Avg Bars in Winners | 60 | 77 | 51 | 60 | 77 | 51 |
Avg Bars in Losers | 23 | 25 | 20 | 23 | 25 | 20 |
Bars Traded | 5686 | 2973 | 2713 | 5686 | 2973 | 2713 |
Profit Streak | 16.942 | 0 | 21.192 | 16.942 | 0 | 21.192 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306848 | -46596 | -79705 | -238912 | -638291 | -36065 |
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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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