Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481856.2034 | 426710.9058 | 55145.2976 | 2594.0367 | -19086.7123 | 21680.749 |
Total P&L (%) | 481.8562 | 426.7109 | 55.1453 | 2.594 | -19.0867 | 21.6807 |
Avg Daily Profit (%) | 0.2586 | 0.229 | 0.0296 | 0.0014 | -0.0114 | 0.0105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231882 | -213019 | -88054 | -3797077 | -3061634 | -935715 |
Profit Factor | 1.6099 | 1.9196 | 1.1691 | 1.0005 | 0.9947 | 1.016 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 61.9835 | 58.3333 | 65.5738 | 61.9835 | 58.3333 | 65.5738 |
Ratio Avg Win / Avg Loss | 0.9874 | 1.3711 | 0.6138 | 0.6137 | 0.7105 | 0.5334 |
Largest Winning Trade | 165858 | 165858 | 27894 | 672146 | 672146 | 364072 |
Largest Losing Trade | -65420 | -65420 | -65300 | -2402778 | -2402778 | -935715 |
Avg Bars in Trades | 85 | 151 | 21 | 85 | 151 | 21 |
Avg Bars in Winners | 54 | 91 | 21 | 54 | 91 | 21 |
Avg Bars in Losers | 137 | 235 | 21 | 137 | 235 | 21 |
Bars Traded | 10387 | 9096 | 1291 | 10387 | 9096 | 1291 |
Profit Streak | 74.6193 | 0 | 75.6193 | 74.6193 | 0 | 75.6193 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389658 | -157697 | -349325 | -575938 | -748878 | -547976 |
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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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