Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338463.5915 | 1317681.4742 | 20782.1174 | -32574.2427 | -51782.4263 | 19208.1837 |
Total P&L (%) | 1338.4636 | 1317.6815 | 20.7821 | -32.5742 | -51.7824 | 19.2082 |
Avg Daily Profit (%) | 0.5657 | 0.5569 | 0.0088 | -0.0167 | -0.0308 | 0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208185 | -71338 | -169635 | -93308 | -56675 | -66258 |
Profit Factor | 3.0843 | 6.0079 | 1.0548 | 0.9095 | 0.6837 | 1.0979 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.8354 | 45 | 48.7179 | 46.8354 | 45 | 48.7179 |
Ratio Avg Win / Avg Loss | 3.5011 | 7.343 | 1.1103 | 1.0324 | 0.8356 | 1.1557 |
Largest Winning Trade | 1313568 | 1313568 | 66043 | 57904 | 33302 | 57904 |
Largest Losing Trade | -90783 | -31265 | -90783 | -41962 | -19984 | -41962 |
Avg Bars in Trades | 55 | 43 | 68 | 55 | 43 | 68 |
Avg Bars in Winners | 80 | 62 | 98 | 80 | 62 | 98 |
Avg Bars in Losers | 34 | 27 | 41 | 34 | 27 | 41 |
Bars Traded | 4408 | 1721 | 2687 | 4408 | 1721 | 2687 |
Profit Streak | 17.4947 | 17.4947 | 54.9947 | 17.4947 | 17.4947 | 54.9947 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14385 | 657650 | -346689 | -610552 | -582126 | -302125 |
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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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