Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1137117.3466 | 1030051.8033 | 107065.5433 | -312070.7105 | -47702.597 | -264368.1135 |
Total P&L (%) | 1137.1173 | 1030.0518 | 107.0655 | -312.0707 | -47.7026 | -264.3681 |
Avg Daily Profit (%) | 0.4809 | 0.4356 | 0.0453 | 0 | -0.0274 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190010 | -70216 | -216987 | -520439 | -165810 | -367986 |
Profit Factor | 2.5822 | 4.2091 | 1.2692 | 0.6211 | 0.85 | 0.4771 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 61 | 27 | 34 | 62 | 33 | 29 |
Losing Trades | 60 | 34 | 26 | 59 | 28 | 31 |
Profitability (%) | 50.4132 | 44.2623 | 56.6667 | 51.2397 | 54.0984 | 48.3333 |
Ratio Avg Win / Avg Loss | 2.5399 | 5.3003 | 0.9706 | 0.591 | 0.7212 | 0.51 |
Largest Winning Trade | 944957 | 944957 | 65527 | 56168 | 54899 | 56168 |
Largest Losing Trade | -109051 | -27560 | -109051 | -128606 | -45229 | -128606 |
Avg Bars in Trades | 57 | 44 | 69 | 57 | 44 | 69 |
Avg Bars in Winners | 79 | 64 | 92 | 37 | 27 | 48 |
Avg Bars in Losers | 34 | 29 | 40 | 78 | 64 | 90 |
Bars Traded | 6922 | 2731 | 4191 | 6922 | 2731 | 4191 |
Profit Streak | 0 | 0 | 0 | 19.8162 | 19.8162 | 132.1495 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566524 | -146645 | -302524 | -579231 | -741370 | -749255 |
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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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