Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936585.8726 | 846126.2639 | 90459.6087 | 179120.8691 | 1286257.4721 | -1107136.603 |
Total P&L (%) | 936.5859 | 846.1263 | 90.4596 | 179.1209 | 1286.2575 | -1107.1366 |
Avg Daily Profit (%) | 0.3859 | 0.3486 | 0.0373 | 0.0423 | 0.1084 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162421 | -109557 | -102202 | -2138169 | -976772 | -1613702 |
Profit Factor | 1.9745 | 2.4906 | 1.2299 | 1.0355 | 1.5353 | 0.5819 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 54 | 32 | 22 | 54 | 32 | 22 |
Profitability (%) | 47.0588 | 37.2549 | 56.8627 | 47.0588 | 37.2549 | 56.8627 |
Ratio Avg Win / Avg Loss | 2.2213 | 4.1948 | 0.933 | 1.1649 | 2.5858 | 0.4415 |
Largest Winning Trade | 446246 | 446246 | 56670 | 1165809 | 1165809 | 438056 |
Largest Losing Trade | -59730 | -51328 | -59730 | -1361724 | -334513 | -1361724 |
Avg Bars in Trades | 69 | 78 | 60 | 69 | 78 | 60 |
Avg Bars in Winners | 89 | 105 | 79 | 89 | 105 | 79 |
Avg Bars in Losers | 52 | 63 | 36 | 52 | 63 | 36 |
Bars Traded | 7119 | 4026 | 3092 | 7119 | 4026 | 3092 |
Profit Streak | 0 | 0 | 31.5771 | 0 | 0 | 31.5771 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450194 | -170956 | -323746 | -318792 | -230248 | -759403 |
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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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