Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807595.1093 | 704522.6081 | 103072.5012 | 794134.3489 | -451719.9092 | 1245854.2581 |
Total P&L (%) | 807.5951 | 704.5226 | 103.0725 | 794.1343 | -451.7199 | 1245.8543 |
Avg Daily Profit (%) | 0.416 | 0.3629 | 0.0531 | 0.1129 | 0 | 0.134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126361 | -121941 | -58672 | -2220168 | -1718579 | -595140 |
Profit Factor | 2.0098 | 2.684 | 1.2703 | 1.1075 | 0.8948 | 1.4023 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
Profitability (%) | 37.1212 | 27.2727 | 46.9697 | 37.1212 | 27.2727 | 46.9697 |
Ratio Avg Win / Avg Loss | 3.4044 | 7.1573 | 1.4342 | 1.8759 | 2.3861 | 1.5833 |
Largest Winning Trade | 463768 | 463768 | 48237 | 1301382 | 1301382 | 555635 |
Largest Losing Trade | -42386 | -19984 | -42386 | -446262 | -443256 | -446262 |
Avg Bars in Trades | 174 | 144 | 204 | 174 | 144 | 204 |
Avg Bars in Winners | 326 | 331 | 324 | 326 | 331 | 324 |
Avg Bars in Losers | 84 | 73 | 98 | 84 | 73 | 98 |
Bars Traded | 22994 | 9508 | 13486 | 22994 | 9508 | 13486 |
Profit Streak | 21.8456 | 0 | 22.5123 | 21.8456 | 0 | 22.5123 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345384 | -129705 | -247200 | -147168 | -722256 | -136992 |
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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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