Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562376.7081 | 455618.9756 | 106757.7325 | 568816.1479 | 708807.1468 | -139990.9989 |
Total P&L (%) | 562.3767 | 455.619 | 106.7577 | 568.8161 | 708.8071 | -139.991 |
Avg Daily Profit (%) | 0.3524 | 0.2855 | 0.0669 | 0.1192 | 0.1311 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155517 | -144708 | -78877 | -3462828 | -2422874 | -1348811 |
Profit Factor | 1.9239 | 2.4572 | 1.3606 | 1.0803 | 1.1994 | 0.9603 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 52 | 46.0317 | 58.0645 | 52 | 46.0317 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.7759 | 2.8809 | 0.9827 | 0.9972 | 1.4062 | 0.6935 |
Largest Winning Trade | 282428 | 282428 | 63089 | 1176343 | 1176343 | 556313 |
Largest Losing Trade | -39784 | -25951 | -39784 | -677541 | -677541 | -668505 |
Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Winners | 47 | 40 | 52 | 47 | 40 | 52 |
Avg Bars in Losers | 24 | 22 | 28 | 24 | 22 | 28 |
Bars Traded | 4558 | 1929 | 2629 | 4558 | 1929 | 2629 |
Profit Streak | 0 | 0 | 15.1921 | 0 | 0 | 15.1921 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489049 | -135188 | -257362 | -166730 | -166988 | -733328 |
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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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