Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 934571.8568 | 865325.4427 | 69246.4141 | 34897.7389 | -39169.569 | 74067.3079 |
Total P&L (%) | 934.5719 | 865.3254 | 69.2464 | 34.8977 | -39.1696 | 74.0673 |
Avg Daily Profit (%) | 0.3952 | 0.3659 | 0.0293 | 0.0127 | -0.021 | 0.0234 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167138 | -91188 | -177223 | -144901 | -81842 | -126289 |
Profit Factor | 2.5728 | 4.0737 | 1.2215 | 1.0679 | 0.8626 | 1.3238 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 45.679 | 46.3415 | 45 | 45.679 | 46.3415 | 45 |
Ratio Avg Win / Avg Loss | 3.0596 | 4.7169 | 1.4929 | 1.27 | 0.9987 | 1.6179 |
Largest Winning Trade | 859804 | 859804 | 59812 | 82217 | 46345 | 82217 |
Largest Losing Trade | -86479 | -23758 | -86479 | -52192 | -52192 | -34168 |
Avg Bars in Trades | 84 | 76 | 93 | 84 | 76 | 93 |
Avg Bars in Winners | 125 | 102 | 150 | 125 | 102 | 150 |
Avg Bars in Losers | 50 | 54 | 46 | 50 | 54 | 46 |
Bars Traded | 6877 | 3142 | 3735 | 6877 | 3142 | 3735 |
Profit Streak | 0 | 0 | 87.4801 | 0 | 0 | 87.4801 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3346 | 546648 | -154761 | -342365 | -582165 | -160763 |
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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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