Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713548.3919 | 855146.7478 | -141598.3559 | -99533.3496 | -24513.8199 | -75019.5297 |
Total P&L (%) | 713.5484 | 855.1467 | -141.5984 | -99.5334 | -24.5138 | -75.0195 |
Avg Daily Profit (%) | 0.3002 | 0.3598 | -0.0596 | -0.2255 | -0.0118 | -0.0583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207574 | -163664 | -232778 | -96326 | -51571 | -93929 |
Profit Factor | 1.7641 | 3.2694 | 0.7458 | 0.6512 | 0.784 | 0.5637 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 44.5946 | 40.5405 | 48.6486 | 44.5946 | 40.5405 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.1918 | 4.7951 | 0.7872 | 0.8091 | 1.1498 | 0.595 |
Largest Winning Trade | 882408 | 882408 | 70608 | 51328 | 51328 | 40004 |
Largest Losing Trade | -92194 | -69548 | -92194 | -69891 | -48763 | -69891 |
Avg Bars in Trades | 92 | 71 | 112 | 92 | 71 | 112 |
Avg Bars in Winners | 131 | 104 | 153 | 131 | 104 | 153 |
Avg Bars in Losers | 60 | 49 | 73 | 60 | 49 | 73 |
Bars Traded | 6820 | 2651 | 4169 | 6820 | 2651 | 4169 |
Profit Streak | 118.4647 | 118.4647 | 299.798 | 118.4647 | 118.4647 | 299.798 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57253 | 465774 | -579929 | -650270 | -581826 | -579929 |
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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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