Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471491.2664 | 491963.6596 | -20472.3932 | -62026.4466 | 30641.5155 | -92667.9621 |
Total P&L (%) | 471.4913 | 491.9637 | -20.4724 | -62.0264 | 30.6415 | -92.668 |
Avg Daily Profit (%) | 0.2385 | 0.2489 | -0.0104 | -0.049 | 0.0135 | -0.1321 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111251 | -97661 | -109028 | -558206 | -461240 | -168564 |
Profit Factor | 1.8115 | 2.3875 | 0.9096 | 0.9514 | 1.0326 | 0.7261 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Losing Trades | 26 | 9 | 17 | 26 | 9 | 17 |
Profitability (%) | 79.2 | 85.4839 | 73.0159 | 79.2 | 85.4839 | 73.0159 |
Ratio Avg Win / Avg Loss | 0.4757 | 0.4054 | 0.3362 | 0.2499 | 0.1754 | 0.2683 |
Largest Winning Trade | 79542 | 79542 | 16215 | 155003 | 155003 | 56270 |
Largest Losing Trade | -96287 | -96287 | -84992 | -342377 | -342377 | -156455 |
Avg Bars in Trades | 57 | 111 | 4 | 57 | 111 | 4 |
Avg Bars in Winners | 22 | 38 | 3 | 22 | 38 | 3 |
Avg Bars in Losers | 194 | 545 | 8 | 194 | 545 | 8 |
Bars Traded | 7232 | 6943 | 289 | 7232 | 6943 | 289 |
Profit Streak | 581.9023 | 588.6523 | 581.9023 | 581.9023 | 588.6523 | 581.9023 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516737 | -138598 | -723238 | -575033 | -512527 | -723238 |
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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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