Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524307.0547 | 405288.9605 | 119018.0942 | 732084.1196 | -820556.6702 | 1552640.7899 |
Total P&L (%) | 524.3071 | 405.289 | 119.0181 | 732.0841 | -820.5567 | 1552.6408 |
Avg Daily Profit (%) | 0.2652 | 0.205 | 0.0602 | 0.1072 | 0 | 0.142 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132303 | -108515 | -103601 | -3511790 | -2994522 | -1623697 |
Profit Factor | 1.749 | 2.1479 | 1.343 | 1.0921 | 0.8236 | 1.4711 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 56.1728 | 56.7901 | 55.5556 | 56.1728 | 56.7901 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.3646 | 1.6343 | 1.0744 | 0.8521 | 0.6267 | 1.1768 |
Largest Winning Trade | 129652 | 129652 | 72006 | 1657184 | 1058943 | 1657184 |
Largest Losing Trade | -73728 | -35957 | -73728 | -1623697 | -1127185 | -1623697 |
Avg Bars in Trades | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Winners | 41 | 40 | 41 | 41 | 40 | 41 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 5745 | 2778 | 2966 | 5745 | 2778 | 2966 |
Profit Streak | 0 | 0 | 583.315 | 0 | 0 | 583.315 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448151 | 24175 | -122470 | -168640 | -591855 | -12233 |
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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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