Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284978.4889 | 50009.0719 | 234969.417 | 521937.7201 | -78184.9154 | 600122.6354 |
Total P&L (%) | 284.9785 | 50.0091 | 234.9694 | 521.9377 | -78.1849 | 600.1226 |
Avg Daily Profit (%) | 0.2756 | 0.0484 | 0.2272 | 0.1769 | -0.1471 | 0.1884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56860 | -83999 | -43140 | -302467 | -401940 | -72668 |
Profit Factor | 1.7578 | 1.2025 | 2.8208 | 1.4679 | 0.906 | 3.1168 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 58.0645 | 51.6129 | 64.5161 | 58.0645 | 51.6129 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.2695 | 1.1273 | 1.5514 | 1.0602 | 0.8494 | 1.7142 |
Largest Winning Trade | 53754 | 53754 | 38978 | 148644 | 148644 | 100336 |
Largest Losing Trade | -45300 | -45300 | -30344 | -239501 | -239501 | -49331 |
Avg Bars in Trades | 47 | 53 | 42 | 47 | 53 | 42 |
Avg Bars in Winners | 39 | 38 | 39 | 39 | 38 | 39 |
Avg Bars in Losers | 59 | 69 | 45 | 59 | 69 | 45 |
Bars Traded | 5913 | 3305 | 2608 | 5913 | 3305 | 2608 |
Profit Streak | 0 | 0 | 11.4753 | 0 | 0 | 11.4753 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427079 | -284135 | -138428 | 371694 | -734749 | -137772 |
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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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