Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593202.0221 | 503848.4743 | 89353.5478 | 936322.6066 | 1449412.0764 | -513089.4698 |
Total P&L (%) | 593.202 | 503.8485 | 89.3535 | 936.3226 | 1449.4121 | -513.0895 |
Avg Daily Profit (%) | 0.2371 | 0.2014 | 0.0357 | 0.0935 | 0.1096 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131974 | -83547 | -89427 | -4814549 | -3299439 | -3356676 |
Profit Factor | 2.2146 | 3.2236 | 1.3413 | 1.058 | 1.18 | 0.9366 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 34.4444 | 35.5556 | 33.3333 | 34.4444 | 35.5556 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.215 | 5.8428 | 2.6826 | 2.0136 | 2.1387 | 1.8732 |
Largest Winning Trade | 374297 | 374297 | 50997 | 2623759 | 2623759 | 1798213 |
Largest Losing Trade | -31453 | -25438 | -31453 | -1113775 | -987577 | -1113775 |
Avg Bars in Trades | 81 | 75 | 87 | 81 | 75 | 87 |
Avg Bars in Winners | 176 | 156 | 197 | 176 | 156 | 197 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 7308 | 3375 | 3933 | 7308 | 3375 | 3933 |
Profit Streak | 37.3992 | 44.7325 | 0 | 37.3992 | 44.7325 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 262966 | 331737 | -150156 | -228612 | -72715 | -584415 |
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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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