Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 625252.2707 | 465457.3629 | 159794.9078 | 308866.1748 | -72527.1538 | 381393.3286 |
Total P&L (%) | 625.2523 | 465.4574 | 159.7949 | 308.8662 | -72.5272 | 381.3933 |
Avg Daily Profit (%) | 0.3441 | 0.2561 | 0.0879 | 0.0775 | -0.0711 | 0.0865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109267 | -80573 | -52498 | -1029478 | -822069 | -553277 |
Profit Factor | 2.0153 | 2.3874 | 1.57 | 1.0575 | 0.9732 | 1.1432 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 44.898 | 39.1892 | 50.6849 | 44.898 | 39.1892 | 50.6849 |
Ratio Avg Win / Avg Loss | 2.4733 | 3.7046 | 1.5276 | 1.2979 | 1.5101 | 1.1123 |
Largest Winning Trade | 504165 | 504165 | 74311 | 596172 | 571556 | 596172 |
Largest Losing Trade | -43850 | -43850 | -32606 | -396958 | -359767 | -396958 |
Avg Bars in Trades | 47 | 39 | 56 | 47 | 39 | 56 |
Avg Bars in Winners | 74 | 52 | 90 | 74 | 52 | 90 |
Avg Bars in Losers | 26 | 30 | 21 | 26 | 30 | 21 |
Bars Traded | 7053 | 2915 | 4138 | 7053 | 2915 | 4138 |
Profit Streak | 11.5776 | 11.5776 | 22.0776 | 11.5776 | 11.5776 | 22.0776 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453345 | -55383 | -143543 | -247208 | -646031 | -211286 |
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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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