Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551446.235 | 507827.1001 | 43619.135 | 143215.4963 | 619361.5844 | -476146.0881 |
Total P&L (%) | 551.4462 | 507.8271 | 43.6191 | 143.2155 | 619.3616 | -476.1461 |
Avg Daily Profit (%) | 0.3031 | 0.2791 | 0.024 | 0.0489 | 0.1085 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159088 | -79360 | -87160 | -1409872 | -693729 | -777638 |
Profit Factor | 1.8254 | 2.4794 | 1.1343 | 1.0383 | 1.356 | 0.762 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 50.7937 | 46.0317 | 55.5556 | 50.7937 | 46.0317 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7684 | 2.9068 | 0.9074 | 1.0058 | 1.5897 | 0.6096 |
Largest Winning Trade | 322116 | 322116 | 62498 | 1159422 | 1159422 | 251063 |
Largest Losing Trade | -51562 | -51562 | -41896 | -303032 | -258242 | -303032 |
Avg Bars in Trades | 25 | 26 | 25 | 25 | 26 | 25 |
Avg Bars in Winners | 30 | 29 | 30 | 30 | 29 | 30 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 3240 | 1656 | 1584 | 3240 | 1656 | 1584 |
Profit Streak | 41.3727 | 43.8727 | 0 | 41.3727 | 43.8727 | 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 | 491275 | -133953 | -382903 | -304812 | -193570 | -726460 |
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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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