Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480151.0447 | 454168.4032 | 25982.6415 | 2550.4378 | -611093.6327 | 613644.0705 |
Total P&L (%) | 480.151 | 454.1684 | 25.9826 | 2.5504 | -611.0936 | 613.6441 |
Avg Daily Profit (%) | 0.2575 | 0.2436 | 0.0139 | 0.0014 | 0 | 0.1055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -307584 | -256222 | -56083 | -1937958 | -1927537 | -267824 |
Profit Factor | 1.5569 | 1.6752 | 1.1371 | 1.0006 | 0.8239 | 2.0683 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 51.9685 | 47.619 | 56.25 | 51.9685 | 47.619 | 56.25 |
Ratio Avg Win / Avg Loss | 1.4389 | 1.8427 | 0.8844 | 0.9248 | 0.9063 | 1.6087 |
Largest Winning Trade | 180959 | 180959 | 27763 | 809201 | 809201 | 370756 |
Largest Losing Trade | -57025 | -57025 | -37100 | -841493 | -841493 | -160079 |
Avg Bars in Trades | 42 | 82 | 3 | 42 | 82 | 3 |
Avg Bars in Winners | 41 | 87 | 3 | 41 | 87 | 3 |
Avg Bars in Losers | 43 | 77 | 3 | 43 | 77 | 3 |
Bars Traded | 5411 | 5175 | 236 | 5411 | 5175 | 236 |
Profit Streak | 0 | 102.5578 | 0 | 0 | 102.5578 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372907 | -135878 | -387220 | -577690 | -727823 | -185927 |
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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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