Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242365.1278 | 189536.5787 | 52828.5491 | 89833.7588 | 669112.6596 | -579278.9008 |
Total P&L (%) | 242.3651 | 189.5366 | 52.8285 | 89.8338 | 669.1127 | -579.2789 |
Avg Daily Profit (%) | 0.1693 | 0.1324 | 0.0369 | 0.0448 | 0.1426 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133626 | -69226 | -83285 | -1363285 | -274015 | -1173879 |
Profit Factor | 1.4551 | 1.9066 | 1.1633 | 1.0355 | 1.9457 | 0.6827 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 62.6984 | 61.9048 | 63.4921 | 62.6984 | 61.9048 | 63.4921 |
Ratio Avg Win / Avg Loss | 0.8657 | 1.1733 | 0.6689 | 0.616 | 1.1974 | 0.3926 |
Largest Winning Trade | 57833 | 46206 | 57833 | 204598 | 204598 | 135572 |
Largest Losing Trade | -72995 | -30763 | -72995 | -1133705 | -164461 | -1133705 |
Avg Bars in Trades | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Winners | 23 | 27 | 19 | 23 | 27 | 19 |
Avg Bars in Losers | 46 | 48 | 43 | 46 | 48 | 43 |
Bars Traded | 4004 | 2228 | 1776 | 4004 | 2228 | 1776 |
Profit Streak | 0 | 0 | 56.6604 | 0 | 0 | 56.6604 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313333 | -158917 | -330995 | -314304 | -144813 | -724450 |
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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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