Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609626.1613 | 540715.433 | 68910.7283 | 337854.9149 | -17287.4207 | 355142.3355 |
Total P&L (%) | 609.6262 | 540.7154 | 68.9107 | 337.8549 | -17.2874 | 355.1423 |
Avg Daily Profit (%) | 0.3143 | 0.2788 | 0.0355 | 0.0762 | -0.0098 | 0.0782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124554 | -68862 | -133109 | -305137 | -329883 | -174204 |
Profit Factor | 1.899 | 2.6393 | 1.1979 | 1.1796 | 0.9844 | 1.4607 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 46.7742 | 43.5484 | 50 | 46.7742 | 43.5484 | 50 |
Ratio Avg Win / Avg Loss | 2.1609 | 3.4214 | 1.1979 | 1.3422 | 1.2761 | 1.4607 |
Largest Winning Trade | 359065 | 359065 | 60071 | 233292 | 166579 | 233292 |
Largest Losing Trade | -58035 | -33762 | -58035 | -194173 | -194173 | -174204 |
Avg Bars in Trades | 90 | 90 | 90 | 90 | 90 | 90 |
Avg Bars in Winners | 135 | 123 | 145 | 135 | 123 | 145 |
Avg Bars in Losers | 51 | 65 | 36 | 51 | 65 | 36 |
Bars Traded | 11255 | 5620 | 5635 | 11255 | 5620 | 5635 |
Profit Streak | 17.0793 | 17.0793 | 33.4126 | 17.0793 | 17.0793 | 33.4126 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459432 | -142651 | -302037 | -114137 | -735508 | -241167 |
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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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