Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590973.9133 | 495575.7603 | 95398.1531 | 514826.4694 | 1213975.6181 | -699149.1487 |
Total P&L (%) | 590.9739 | 495.5758 | 95.3982 | 514.8265 | 1213.9756 | -699.1491 |
Avg Daily Profit (%) | 0.2991 | 0.2508 | 0.0483 | 0.092 | 0.1304 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203322 | -150262 | -93172 | -5791958 | -4350437 | -2512387 |
Profit Factor | 1.8102 | 2.4651 | 1.2439 | 1.0309 | 1.1548 | 0.9205 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 48.9209 | 50 | 47.8261 | 48.9209 | 50 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.8901 | 2.4651 | 1.357 | 1.0764 | 1.1548 | 1.0042 |
Largest Winning Trade | 181899 | 181899 | 63970 | 2355352 | 2099131 | 2355352 |
Largest Losing Trade | -70339 | -42915 | -70339 | -2590911 | -2590911 | -2080769 |
Avg Bars in Trades | 83 | 70 | 95 | 83 | 70 | 95 |
Avg Bars in Winners | 120 | 98 | 143 | 120 | 98 | 143 |
Avg Bars in Losers | 47 | 42 | 51 | 47 | 42 | 51 |
Bars Traded | 11552 | 4962 | 6590 | 11552 | 4962 | 6590 |
Profit Streak | 0 | 0 | 593.1218 | 0 | 0 | 593.1218 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441610 | -81705 | -230539 | -256319 | -163184 | -680956 |
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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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