Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 422489.007 | 348422.722 | 74066.2849 | -96219.9791 | -1530744.8005 | 1434524.8214 |
Total P&L (%) | 422.489 | 348.4227 | 74.0663 | -96.22 | -1530.7448 | 1434.5248 |
Avg Daily Profit (%) | 0.2331 | 0.1922 | 0.0409 | -0.1806 | 0 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -293182 | -138285 | -179485 | -3554628 | -2742988 | -1832864 |
Profit Factor | 1.6553 | 1.9624 | 1.262 | 0.9847 | 0.6341 | 1.6758 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 58.5106 | 55.3191 | 61.7021 | 58.5106 | 55.3191 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.1738 | 1.585 | 0.7833 | 0.6983 | 0.5122 | 1.0402 |
Largest Winning Trade | 425299 | 425299 | 61018 | 1282253 | 663673 | 1282253 |
Largest Losing Trade | -96286 | -43902 | -96286 | -1528906 | -1424375 | -1528906 |
Avg Bars in Trades | 37 | 49 | 25 | 37 | 49 | 25 |
Avg Bars in Winners | 37 | 47 | 27 | 37 | 47 | 27 |
Avg Bars in Losers | 38 | 51 | 23 | 38 | 51 | 23 |
Bars Traded | 3535 | 2322 | 1213 | 3535 | 2322 | 1213 |
Profit Streak | 118.9671 | 118.9671 | 212.9671 | 118.9671 | 118.9671 | 212.9671 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454815 | 454231 | -136876 | -578072 | -579442 | 465838 |
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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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