Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836390.971 | 861785.3637 | -25394.3927 | -75980.466 | -63431.693 | -12548.773 |
Total P&L (%) | 836.391 | 861.7854 | -25.3944 | -75.9805 | -63.4317 | -12.5488 |
Avg Daily Profit (%) | 0.3471 | 0.3576 | -0.0105 | -0.0592 | -0.0417 | -0.0056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240581 | -142648 | -177412 | -144012 | -96044 | -80617 |
Profit Factor | 1.9393 | 2.9637 | 0.9438 | 0.8218 | 0.7402 | 0.9312 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 50.4065 | 47.541 | 53.2258 | 50.4065 | 47.541 | 53.2258 |
Ratio Avg Win / Avg Loss | 1.9081 | 3.2703 | 0.8294 | 0.8086 | 0.8167 | 0.8183 |
Largest Winning Trade | 848574 | 848574 | 65828 | 92514 | 92514 | 46915 |
Largest Losing Trade | -77311 | -48296 | -77311 | -47311 | -33754 | -47311 |
Avg Bars in Trades | 37 | 31 | 43 | 37 | 31 | 43 |
Avg Bars in Winners | 46 | 35 | 56 | 46 | 35 | 56 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 4605 | 1915 | 2690 | 4605 | 1915 | 2690 |
Profit Streak | 13.411 | 56.411 | 13.411 | 13.411 | 56.411 | 13.411 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519672 | -146069 | -733936 | -579320 | -741891 | -733936 |
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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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