Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538125.5904 | 445977.74 | 92147.8504 | 655373.6732 | -554478.4435 | 1209852.1167 |
Total P&L (%) | 538.1256 | 445.9777 | 92.1479 | 655.3737 | -554.4784 | 1209.8521 |
Avg Daily Profit (%) | 0.2722 | 0.2256 | 0.0466 | 0.1023 | 0 | 0.1302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198747 | -155880 | -96738 | -4782985 | -3944166 | -839887 |
Profit Factor | 1.8001 | 2.2612 | 1.2889 | 1.0745 | 0.8979 | 1.3587 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 48.7395 | 45 | 52.5424 | 48.7395 | 45 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.8932 | 2.7637 | 1.1642 | 1.13 | 1.0974 | 1.2272 |
Largest Winning Trade | 191957 | 191957 | 63739 | 2019453 | 1683095 | 2019453 |
Largest Losing Trade | -48600 | -48600 | -39283 | -2521275 | -2521275 | -550278 |
Avg Bars in Trades | 64 | 60 | 69 | 64 | 60 | 69 |
Avg Bars in Winners | 92 | 85 | 98 | 92 | 85 | 98 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 7710 | 3620 | 4089 | 7710 | 3620 | 4089 |
Profit Streak | 0 | 0 | 541.7983 | 0 | 0 | 541.7983 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428226 | -158980 | -306402 | -194725 | -750236 | -194083 |
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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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