Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748153.4561 | 580688.9219 | 167464.5342 | 735698.0046 | 1159555.2085 | -423857.2039 |
Total P&L (%) | 748.1535 | 580.6889 | 167.4645 | 735.698 | 1159.5552 | -423.8572 |
Avg Daily Profit (%) | 0.5055 | 0.3924 | 0.1132 | 0.1436 | 0.1713 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143474 | -91692 | -79923 | -3032938 | -1605380 | -1949607 |
Profit Factor | 1.963 | 2.4068 | 1.4599 | 1.0738 | 1.2326 | 0.915 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 45 | 16 | 29 | 45 | 16 | 29 |
Losing Trades | 89 | 51 | 38 | 89 | 51 | 38 |
Profitability (%) | 33.5821 | 23.8806 | 43.2836 | 33.5821 | 23.8806 | 43.2836 |
Ratio Avg Win / Avg Loss | 3.8823 | 7.6718 | 1.9129 | 2.1237 | 3.9289 | 1.199 |
Largest Winning Trade | 379216 | 379216 | 66787 | 2076258 | 2076258 | 570331 |
Largest Losing Trade | -30564 | -30564 | -28059 | -1065228 | -703056 | -1065228 |
Avg Bars in Trades | 32 | 28 | 36 | 32 | 28 | 36 |
Avg Bars in Winners | 54 | 57 | 53 | 54 | 57 | 53 |
Avg Bars in Losers | 21 | 19 | 24 | 21 | 19 | 24 |
Bars Traded | 4364 | 1911 | 2453 | 4364 | 1911 | 2453 |
Profit Streak | 22.9924 | 32.3257 | 0 | 22.9924 | 32.3257 | 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 | 320206 | -136621 | -159335 | -144745 | -142312 | -698681 |
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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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