Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846528.9576 | 721258.2795 | 125270.6781 | 877264.2853 | -233364.2938 | 1110628.5791 |
Total P&L (%) | 846.529 | 721.2583 | 125.2707 | 877.2643 | -233.3643 | 1110.6286 |
Avg Daily Profit (%) | 0.4585 | 0.3906 | 0.0678 | 0.1235 | 0 | 0.1351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157344 | -96744 | -73179 | -2282244 | -1200071 | -1322600 |
Profit Factor | 2.4385 | 3.436 | 1.4284 | 1.1359 | 0.9299 | 1.3554 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 45.2991 | 38.9831 | 51.7241 | 45.2991 | 38.9831 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.9446 | 5.3781 | 1.3332 | 1.3716 | 1.4556 | 1.265 |
Largest Winning Trade | 641156 | 641156 | 69263 | 779722 | 779722 | 778022 |
Largest Losing Trade | -34935 | -33896 | -34935 | -838912 | -475223 | -838912 |
Avg Bars in Trades | 61 | 48 | 74 | 61 | 48 | 74 |
Avg Bars in Winners | 88 | 78 | 95 | 88 | 78 | 95 |
Avg Bars in Losers | 38 | 28 | 51 | 38 | 28 | 51 |
Bars Traded | 7157 | 2833 | 4324 | 7157 | 2833 | 4324 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481524 | -165004 | -281313 | -100259 | -760353 | -191608 |
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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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