Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 877975.8757 | 1002853.8842 | -124878.0085 | -118558.6434 | -119392.892 | 834.2485 |
Total P&L (%) | 877.9759 | 1002.8539 | -124.878 | -118.5586 | -119.3929 | 0.8342 |
Avg Daily Profit (%) | 0.3733 | 0.4264 | -0.0531 | 0 | 0 | 0.0004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235704 | -210502 | -231756 | -508074 | -400183 | -209847 |
Profit Factor | 2.0276 | 3.6177 | 0.735 | 0.8721 | 0.7491 | 1.0018 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 11 | 16 | 44 | 25 | 19 |
Losing Trades | 44 | 25 | 19 | 27 | 11 | 16 |
Profitability (%) | 38.0282 | 30.5556 | 45.7143 | 61.9718 | 69.4444 | 54.2857 |
Ratio Avg Win / Avg Loss | 3.3043 | 8.222 | 0.8728 | 0.5352 | 0.3296 | 0.8437 |
Largest Winning Trade | 1171202 | 1171202 | 58813 | 122885 | 122885 | 112969 |
Largest Losing Trade | -149763 | -56583 | -149763 | -208353 | -208353 | -108547 |
Avg Bars in Trades | 64 | 62 | 67 | 64 | 62 | 67 |
Avg Bars in Winners | 94 | 95 | 94 | 45 | 46 | 44 |
Avg Bars in Losers | 45 | 47 | 44 | 94 | 97 | 93 |
Bars Traded | 4581 | 2236 | 2345 | 4581 | 2236 | 2345 |
Profit Streak | 0 | 0 | 66.2881 | 13.7881 | 261.7881 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82560 | 330842 | -581895 | -669626 | -576863 | -577728 |
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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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