Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748847.9259 | 672751.8821 | 76096.0437 | 273519.6166 | -33736.2256 | 307255.8422 |
Total P&L (%) | 748.8479 | 672.7519 | 76.096 | 273.5196 | -33.7362 | 307.2558 |
Avg Daily Profit (%) | 0.4056 | 0.3643 | 0.0412 | 0.0714 | -0.0223 | 0.0761 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172262 | -144881 | -82476 | -1692902 | -1188747 | -874428 |
Profit Factor | 1.9726 | 2.6066 | 1.2166 | 1.0485 | 0.9883 | 1.1115 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Profitability (%) | 41.7808 | 41.0959 | 42.4658 | 41.7808 | 41.0959 | 42.4658 |
Ratio Avg Win / Avg Loss | 2.7486 | 3.7362 | 1.6484 | 1.4611 | 1.4165 | 1.5059 |
Largest Winning Trade | 613468 | 613468 | 67123 | 773682 | 550292 | 773682 |
Largest Losing Trade | -37202 | -23310 | -37202 | -646170 | -275954 | -646170 |
Avg Bars in Trades | 49 | 41 | 56 | 49 | 41 | 56 |
Avg Bars in Winners | 76 | 63 | 90 | 76 | 63 | 90 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 7198 | 3061 | 4137 | 7198 | 3061 | 4137 |
Profit Streak | 20.9982 | 22.9982 | 20.9982 | 20.9982 | 22.9982 | 20.9982 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439196 | -59969 | -211508 | -266086 | -653494 | -262473 |
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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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