Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823710.6251 | 668767.8447 | 154942.7805 | 255997.4438 | -65833.1617 | 321830.6054 |
Total P&L (%) | 823.7106 | 668.7678 | 154.9428 | 255.9974 | -65.8332 | 321.8306 |
Avg Daily Profit (%) | 0.5557 | 0.4512 | 0.1045 | 0.0857 | -0.0724 | 0.0972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165712 | -171724 | -100166 | -885564 | -1129400 | -599646 |
Profit Factor | 2.1247 | 2.4789 | 1.553 | 1.0865 | 0.9666 | 1.3256 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 64.5161 | 61.2903 | 67.7419 | 64.5161 | 61.2903 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.1686 | 1.5656 | 0.7395 | 0.5976 | 0.6105 | 0.6312 |
Largest Winning Trade | 606288 | 606288 | 44231 | 646531 | 646531 | 213977 |
Largest Losing Trade | -62160 | -62160 | -49147 | -612042 | -612042 | -234776 |
Avg Bars in Trades | 69 | 94 | 45 | 69 | 94 | 45 |
Avg Bars in Winners | 58 | 71 | 47 | 58 | 71 | 47 |
Avg Bars in Losers | 90 | 131 | 41 | 90 | 131 | 41 |
Bars Traded | 8664 | 5863 | 2801 | 8664 | 5863 | 2801 |
Profit Streak | 40.0101 | 179.8435 | 40.0101 | 40.0101 | 179.8435 | 40.0101 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638186 | -136314 | -204352 | -201897 | -732001 | -215573 |
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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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