Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714445.148 | 533770.6845 | 180674.4635 | 728396.3609 | -264626.0491 | 993022.41 |
Total P&L (%) | 714.4451 | 533.7707 | 180.6745 | 728.3964 | -264.626 | 993.0224 |
Avg Daily Profit (%) | 0.4852 | 0.3625 | 0.1227 | 0.1437 | 0 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124146 | -109644 | -69141 | -5191081 | -4943671 | -1505541 |
Profit Factor | 2.0753 | 2.2497 | 1.7615 | 1.0547 | 0.9698 | 1.2182 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 58 | 18 | 40 | 58 | 18 | 40 |
Losing Trades | 87 | 55 | 32 | 87 | 55 | 32 |
Profitability (%) | 40 | 24.6575 | 55.5556 | 40 | 24.6575 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.113 | 6.874 | 1.4092 | 1.5821 | 2.9632 | 0.9745 |
Largest Winning Trade | 387083 | 387083 | 67653 | 3579110 | 3579110 | 964030 |
Largest Losing Trade | -27673 | -27291 | -27673 | -1642804 | -1642804 | -570173 |
Avg Bars in Trades | 39 | 30 | 48 | 39 | 30 | 48 |
Avg Bars in Winners | 66 | 59 | 69 | 66 | 59 | 69 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 5694 | 2200 | 3494 | 5694 | 2200 | 3494 |
Profit Streak | 0 | 0 | 16.8473 | 0 | 0 | 16.8473 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392966 | -89573 | -104867 | -163505 | -681282 | -72253 |
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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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