Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662890.1822 | 594181.5621 | 68708.6201 | 41532.8221 | -439916.3947 | 481449.2169 |
Total P&L (%) | 662.8902 | 594.1816 | 68.7086 | 41.5328 | -439.9164 | 481.4492 |
Avg Daily Profit (%) | 0.3433 | 0.3077 | 0.0356 | 0.018 | 0 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127824 | -155367 | -30508 | -1449631 | -1661776 | -159511 |
Profit Factor | 2.3136 | 2.5662 | 1.5486 | 1.0141 | 0.8155 | 1.8716 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 36.7816 | 32.5581 | 40.9091 | 36.7816 | 32.5581 | 40.9091 |
Ratio Avg Win / Avg Loss | 3.9765 | 5.3157 | 2.2368 | 1.7431 | 1.6893 | 2.7035 |
Largest Winning Trade | 519316 | 519316 | 35832 | 1077591 | 1077591 | 291191 |
Largest Losing Trade | -58228 | -58228 | -14128 | -600714 | -600714 | -69293 |
Avg Bars in Trades | 59 | 103 | 16 | 59 | 103 | 16 |
Avg Bars in Winners | 70 | 134 | 20 | 70 | 134 | 20 |
Avg Bars in Losers | 53 | 89 | 13 | 53 | 89 | 13 |
Bars Traded | 5177 | 4465 | 712 | 5177 | 4465 | 712 |
Profit Streak | 105.0634 | 0 | 106.73 | 105.0634 | 0 | 106.73 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335554 | 256287 | -145373 | -379113 | -584732 | -70286 |
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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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