Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629190.6116 | 619403.8163 | 9786.7953 | -68921.2662 | 378148.1719 | -447069.4381 |
Total P&L (%) | 629.1906 | 619.4038 | 9.7868 | -68.9213 | 378.1482 | -447.0694 |
Avg Daily Profit (%) | 0.2593 | 0.2553 | 0.004 | -0.0482 | 0.0645 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139178 | -94777 | -196152 | -457854 | -95888 | -529525 |
Profit Factor | 1.817 | 2.7806 | 1.0232 | 0.9367 | 2.3221 | 0.4432 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 39.2857 | 35.7143 | 42.8571 | 39.2857 | 35.7143 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.8081 | 5.0051 | 1.3642 | 1.4476 | 4.1797 | 0.5909 |
Largest Winning Trade | 516692 | 516692 | 65980 | 400007 | 400007 | 128074 |
Largest Losing Trade | -86915 | -48616 | -86915 | -287704 | -52547 | -287704 |
Avg Bars in Trades | 84 | 59 | 109 | 84 | 59 | 109 |
Avg Bars in Winners | 140 | 93 | 180 | 140 | 93 | 180 |
Avg Bars in Losers | 48 | 40 | 56 | 48 | 40 | 56 |
Bars Traded | 9465 | 3319 | 6146 | 9465 | 3319 | 6146 |
Profit Streak | 17.8822 | 0 | 27.1322 | 17.8822 | 0 | 27.1322 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312770 | -172071 | -730530 | -582414 | -288263 | -763070 |
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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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