Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604618.141 | 482844.4314 | 121773.7096 | 712297.7932 | 1006688.2034 | -294390.4102 |
Total P&L (%) | 604.6181 | 482.8444 | 121.7737 | 712.2978 | 1006.6882 | -294.3904 |
Avg Daily Profit (%) | 0.2416 | 0.1929 | 0.0487 | 0.0837 | 0.0961 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174059 | -127286 | -196664 | -690471 | -189235 | -987560 |
Profit Factor | 1.9148 | 2.6386 | 1.3325 | 1.36 | 2.7259 | 0.7891 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 45.6 | 41.9355 | 49.2063 | 45.6 | 41.9355 | 49.2063 |
Ratio Avg Win / Avg Loss | 2.2843 | 3.6534 | 1.3755 | 1.6224 | 3.7744 | 0.8145 |
Largest Winning Trade | 251641 | 251641 | 55729 | 350533 | 350533 | 193080 |
Largest Losing Trade | -60361 | -25669 | -60361 | -394072 | -95668 | -394072 |
Avg Bars in Trades | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Winners | 76 | 73 | 79 | 76 | 73 | 79 |
Avg Bars in Losers | 43 | 54 | 31 | 43 | 54 | 31 |
Bars Traded | 7332 | 3878 | 3454 | 7332 | 3878 | 3454 |
Profit Streak | 17.0951 | 0 | 330.0951 | 17.0951 | 0 | 330.0951 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403894 | -145001 | -273239 | -80008 | -216664 | -726361 |
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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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