Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647463.4654 | 619857.3659 | 27606.0995 | -27521.9654 | 125341.7153 | -152863.6807 |
Total P&L (%) | 647.4635 | 619.8574 | 27.6061 | -27.522 | 125.3417 | -152.8637 |
Avg Daily Profit (%) | 0.4024 | 0.3852 | 0.0172 | -0.02 | 0.0505 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171289 | -144737 | -178224 | -515147 | -334722 | -467075 |
Profit Factor | 1.7159 | 2.3366 | 1.0626 | 0.9842 | 1.1672 | 0.8468 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 50 | 17 | 33 | 50 | 17 | 33 |
Losing Trades | 87 | 51 | 36 | 87 | 51 | 36 |
Profitability (%) | 36.4964 | 25 | 47.8261 | 36.4964 | 25 | 47.8261 |
Ratio Avg Win / Avg Loss | 2.9856 | 7.0097 | 1.1592 | 1.7126 | 3.5016 | 0.9238 |
Largest Winning Trade | 513555 | 513555 | 52921 | 367803 | 367803 | 190028 |
Largest Losing Trade | -55211 | -34664 | -55211 | -217557 | -80712 | -217557 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 58 | 63 | 55 | 58 | 63 | 55 |
Avg Bars in Losers | 21 | 21 | 20 | 21 | 21 | 20 |
Bars Traded | 4767 | 2178 | 2590 | 4767 | 2178 | 2590 |
Profit Streak | 19.9475 | 0 | 30.9475 | 19.9475 | 0 | 30.9475 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312721 | -125202 | -427137 | -582333 | -300218 | -683041 |
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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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