Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1097241.9601 | 1057411.639 | 39830.3211 | 164695.1721 | -267385.8136 | 432080.9856 |
Total P&L (%) | 1097.242 | 1057.4116 | 39.8303 | 164.6952 | -267.3858 | 432.081 |
Avg Daily Profit (%) | 0.5749 | 0.554 | 0.0209 | 0.051 | 0 | 0.0876 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201220 | -167510 | -74224 | -2894004 | -2194611 | -1041570 |
Profit Factor | 3.4956 | 5.2742 | 1.2072 | 1.0307 | 0.9073 | 1.174 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 36.2319 | 32.3529 | 40 | 36.2319 | 32.3529 | 40 |
Ratio Avg Win / Avg Loss | 6.1523 | 11.0278 | 1.8107 | 1.814 | 1.8972 | 1.7609 |
Largest Winning Trade | 1169521 | 1169521 | 49283 | 1190673 | 1190673 | 1015544 |
Largest Losing Trade | -33204 | -33204 | -25529 | -711639 | -434634 | -711639 |
Avg Bars in Trades | 79 | 113 | 47 | 79 | 113 | 47 |
Avg Bars in Winners | 121 | 190 | 68 | 121 | 190 | 68 |
Avg Bars in Losers | 55 | 76 | 33 | 55 | 76 | 33 |
Bars Traded | 5499 | 3842 | 1657 | 5499 | 3842 | 1657 |
Profit Streak | 11.2962 | 0 | 12.9629 | 11.2962 | 0 | 12.9629 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93067 | 438460 | -169881 | -421464 | -584880 | -107338 |
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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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