Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845585.6442 | 735183.423 | 110402.2212 | 867573.7441 | -428710.3657 | 1296284.1098 |
Total P&L (%) | 845.5856 | 735.1834 | 110.4022 | 867.5737 | -428.7104 | 1296.2841 |
Avg Daily Profit (%) | 0.4356 | 0.3787 | 0.0569 | 0.117 | 0 | 0.1359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117498 | -134165 | -68047 | -2651148 | -2199807 | -1131548 |
Profit Factor | 2.0948 | 2.7453 | 1.3144 | 1.1176 | 0.9012 | 1.427 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 44 | 16 | 28 | 44 | 16 | 28 |
Losing Trades | 78 | 45 | 33 | 78 | 45 | 33 |
Profitability (%) | 36.0656 | 26.2295 | 45.9016 | 36.0656 | 26.2295 | 45.9016 |
Ratio Avg Win / Avg Loss | 3.7136 | 7.721 | 1.5492 | 1.9812 | 2.5347 | 1.6819 |
Largest Winning Trade | 445661 | 445661 | 48126 | 1586601 | 1586601 | 639800 |
Largest Losing Trade | -31018 | -19601 | -31018 | -725701 | -547414 | -725701 |
Avg Bars in Trades | 188 | 162 | 214 | 188 | 162 | 214 |
Avg Bars in Winners | 349 | 359 | 343 | 349 | 359 | 343 |
Avg Bars in Losers | 97 | 92 | 105 | 97 | 92 | 105 |
Bars Traded | 23002 | 9898 | 13104 | 23002 | 9898 | 13104 |
Profit Streak | 21.8456 | 0 | 22.5122 | 21.8456 | 0 | 22.5122 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341592 | -171550 | -278424 | -131003 | -764354 | -171949 |
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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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