Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831097.0224 | 660653.7447 | 170443.2777 | 1749647.875 | -241788.8914 | 1991436.7664 |
Total P&L (%) | 831.097 | 660.6537 | 170.4433 | 1749.6479 | -241.7889 | 1991.4368 |
Avg Daily Profit (%) | 0.5167 | 0.4107 | 0.106 | 0.1816 | 0 | 0.1892 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153516 | -132235 | -66867 | -1530085 | -1721986 | -228950 |
Profit Factor | 2.2005 | 2.3981 | 1.7757 | 1.369 | 0.9378 | 3.3316 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 49 | 30 | 19 | 49 | 30 | 19 |
Profitability (%) | 55.0459 | 44.4444 | 65.4545 | 55.0459 | 44.4444 | 65.4545 |
Ratio Avg Win / Avg Loss | 1.7971 | 2.9976 | 0.9372 | 1.118 | 1.1723 | 1.7584 |
Largest Winning Trade | 332841 | 332841 | 31265 | 877776 | 877776 | 510777 |
Largest Losing Trade | -44543 | -44543 | -44532 | -1034907 | -1034907 | -170374 |
Avg Bars in Trades | 57 | 67 | 46 | 57 | 67 | 46 |
Avg Bars in Winners | 58 | 78 | 45 | 58 | 78 | 45 |
Avg Bars in Losers | 55 | 59 | 48 | 55 | 59 | 48 |
Bars Traded | 6245 | 3664 | 2581 | 6245 | 3664 | 2581 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571521 | -167808 | -228983 | 335854 | -761327 | -163736 |
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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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