Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 751489.3141 | 535926.7665 | 215562.5477 | 828618.4669 | -665662.7432 | 1494281.2101 |
Total P&L (%) | 751.4893 | 535.9268 | 215.5625 | 828.6185 | -665.6627 | 1494.2812 |
Avg Daily Profit (%) | 0.4122 | 0.294 | 0.1182 | 0.1223 | 0 | 0.152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109423 | -75150 | -56209 | -1736800 | -1446739 | -988540 |
Profit Factor | 2.4443 | 2.9265 | 1.8903 | 1.1316 | 0.8014 | 1.5071 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 58 | 20 | 38 | 58 | 20 | 38 |
Losing Trades | 74 | 46 | 28 | 74 | 46 | 28 |
Profitability (%) | 43.9394 | 30.303 | 57.5758 | 43.9394 | 30.303 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.1186 | 6.731 | 1.3928 | 1.4437 | 1.8431 | 1.1105 |
Largest Winning Trade | 597927 | 597927 | 71041 | 889674 | 631942 | 889674 |
Largest Losing Trade | -31265 | -25797 | -31265 | -669931 | -404522 | -669931 |
Avg Bars in Trades | 53 | 39 | 67 | 53 | 39 | 67 |
Avg Bars in Winners | 83 | 66 | 91 | 83 | 66 | 91 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 7039 | 2592 | 4447 | 7039 | 2592 | 4447 |
Profit Streak | 0 | 0 | 8.9146 | 0 | 0 | 8.9146 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450077 | -117688 | -154315 | -107097 | -710118 | -112671 |
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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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