Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940214.4849 | 730026.1485 | 210188.3364 | 1437441.126 | -290974.5593 | 1728415.6853 |
Total P&L (%) | 940.2145 | 730.0261 | 210.1883 | 1437.4411 | -290.9746 | 1728.4157 |
Avg Daily Profit (%) | 0.6371 | 0.4947 | 0.1424 | 0.1854 | 0 | 0.1971 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126159 | -128116 | -42242 | -3005941 | -2629732 | -1004039 |
Profit Factor | 2.2554 | 2.5114 | 1.7905 | 1.0956 | 0.9697 | 1.3172 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 41.9355 | 32.2581 | 51.6129 | 41.9355 | 32.2581 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.1229 | 5.2738 | 1.6786 | 1.517 | 2.0363 | 1.2349 |
Largest Winning Trade | 534778 | 534778 | 45187 | 2377062 | 2377062 | 868323 |
Largest Losing Trade | -31370 | -31370 | -22280 | -765426 | -765426 | -448566 |
Avg Bars in Trades | 34 | 35 | 33 | 34 | 35 | 33 |
Avg Bars in Winners | 52 | 58 | 48 | 52 | 58 | 48 |
Avg Bars in Losers | 21 | 24 | 17 | 21 | 24 | 17 |
Bars Traded | 4240 | 2174 | 2066 | 4240 | 2174 | 2066 |
Profit Streak | 18.9929 | 29.3262 | 0 | 18.9929 | 29.3262 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497508 | -145473 | -153466 | -108592 | -738817 | -145768 |
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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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