Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578592.6375 | 606102.5541 | -27509.9166 | -42131.8645 | -414818.1222 | 372686.2577 |
Total P&L (%) | 578.5926 | 606.1026 | -27.5099 | -42.1319 | -414.8181 | 372.6863 |
Avg Daily Profit (%) | 0.2997 | 0.314 | -0.0143 | -0.0283 | 0 | 0.0805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172853 | -159758 | -70097 | -1158479 | -1314915 | -253616 |
Profit Factor | 1.6315 | 2.0341 | 0.9167 | 0.987 | 0.8259 | 1.4334 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Profitability (%) | 37.8882 | 35.8025 | 40 | 37.8882 | 35.8025 | 40 |
Ratio Avg Win / Avg Loss | 2.6746 | 3.6473 | 1.375 | 1.618 | 1.4809 | 2.1502 |
Largest Winning Trade | 502554 | 502554 | 37765 | 690155 | 690155 | 332055 |
Largest Losing Trade | -37797 | -37797 | -24785 | -440817 | -440817 | -173173 |
Avg Bars in Trades | 71 | 88 | 53 | 71 | 88 | 53 |
Avg Bars in Winners | 112 | 137 | 89 | 112 | 137 | 89 |
Avg Bars in Losers | 45 | 61 | 28 | 45 | 61 | 28 |
Bars Traded | 11433 | 7192 | 4241 | 11433 | 7192 | 4241 |
Profit Streak | 47.157 | 83.657 | 0 | 47.157 | 83.657 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312194 | -3236 | -602458 | -581307 | -595225 | -106810 |
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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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