Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412848.6508 | 494680.392 | -81831.7412 | -43253.2826 | 1505376.7507 | -1548630.0333 |
Total P&L (%) | 412.8487 | 494.6804 | -81.8317 | -43.2533 | 1505.3768 | -1548.63 |
Avg Daily Profit (%) | 0.1783 | 0.2136 | -0.0353 | -0.0245 | 0.1199 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227946 | -136236 | -193625 | -1814003 | -500481 | -1692581 |
Profit Factor | 1.3931 | 2.0368 | 0.8572 | 0.9907 | 1.8172 | 0.4505 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 82 | 42 | 40 | 82 | 42 | 40 |
Profitability (%) | 48.4277 | 47.5 | 49.3671 | 48.4277 | 47.5 | 49.3671 |
Ratio Avg Win / Avg Loss | 1.4835 | 2.2512 | 0.8792 | 1.0551 | 2.0085 | 0.462 |
Largest Winning Trade | 202999 | 202999 | 77992 | 1025565 | 1025565 | 208940 |
Largest Losing Trade | -50961 | -47591 | -50961 | -819643 | -341471 | -819643 |
Avg Bars in Trades | 39 | 28 | 50 | 39 | 28 | 50 |
Avg Bars in Winners | 55 | 35 | 75 | 55 | 35 | 75 |
Avg Bars in Losers | 24 | 23 | 26 | 24 | 23 | 26 |
Bars Traded | 6300 | 2308 | 3992 | 6300 | 2308 | 3992 |
Profit Streak | 52.1829 | 61.5162 | 52.1829 | 52.1829 | 61.5162 | 52.1829 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356757 | -7095 | -606571 | -577289 | -47716 | -606571 |
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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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