Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840384.2689 | 756470.1131 | 83914.1558 | 776780.4622 | -143677.167 | 920457.6292 |
Total P&L (%) | 840.3843 | 756.4701 | 83.9142 | 776.7805 | -143.6772 | 920.4576 |
Avg Daily Profit (%) | 0.3361 | 0.3025 | 0.0336 | 0.0869 | 0 | 0.0929 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134826 | -116176 | -19614 | -4504992 | -4300086 | -762823 |
Profit Factor | 2.4623 | 2.4134 | 3.1259 | 1.0856 | 0.9824 | 2.0318 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 62.0253 | 51.2821 | 72.5 | 62.0253 | 51.2821 | 72.5 |
Ratio Avg Win / Avg Loss | 1.5076 | 2.2927 | 1.1857 | 0.6646 | 0.9333 | 0.7707 |
Largest Winning Trade | 305560 | 305560 | 22323 | 3047379 | 3047379 | 902927 |
Largest Losing Trade | -59238 | -59238 | -19614 | -2388995 | -2388995 | -762823 |
Avg Bars in Trades | 120 | 240 | 4 | 120 | 240 | 4 |
Avg Bars in Winners | 92 | 223 | 3 | 92 | 223 | 3 |
Avg Bars in Losers | 166 | 259 | 7 | 166 | 259 | 7 |
Bars Traded | 9553 | 9383 | 170 | 9553 | 9383 | 170 |
Profit Streak | 95.3005 | 95.3005 | 109.3005 | 95.3005 | 95.3005 | 109.3005 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14107 | 527670 | -138626 | -232643 | -579632 | -62824 |
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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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