Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607559.6393 | 549579.55 | 57980.0893 | 206313.0439 | 1475137.8478 | -1268824.8039 |
Total P&L (%) | 607.5596 | 549.5796 | 57.9801 | 206.313 | 1475.1378 | -1268.8248 |
Avg Daily Profit (%) | 0.3166 | 0.2864 | 0.0302 | 0.0584 | 0.1438 | 0 |
Buy And Hold Return (%) | 79.1816 | 79.1816 | 79.1816 | 79.1816 | 79.1816 | 79.1816 |
Max Trade Drawdown | -145244 | -98997 | -100794 | -1501839 | -578904 | -1650238 |
Profit Factor | 1.9652 | 2.9818 | 1.1647 | 1.0413 | 1.847 | 0.6104 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 37.8151 | 33.8983 | 41.6667 | 37.8151 | 33.8983 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.2317 | 5.8145 | 1.6305 | 1.7123 | 3.6017 | 0.8546 |
Largest Winning Trade | 289170 | 289170 | 65063 | 654330 | 654330 | 338282 |
Largest Losing Trade | -87868 | -25099 | -87868 | -1501839 | -199405 | -1501839 |
Avg Bars in Trades | 30 | 26 | 33 | 30 | 26 | 33 |
Avg Bars in Winners | 62 | 54 | 68 | 62 | 54 | 68 |
Avg Bars in Losers | 10 | 11 | 9 | 10 | 11 | 9 |
Bars Traded | 3581 | 1544 | 2037 | 3581 | 1544 | 2037 |
Profit Streak | 42.8648 | 0 | 44.8648 | 42.8648 | 0 | 44.8648 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320284 | -168510 | -528735 | -296352 | -180136 | -752921 |
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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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