Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415140.8424 | 157661.3181 | 257479.5244 | -655262.1998 | -897.4422 | -654364.7576 |
Total P&L (%) | 415.1408 | 157.6613 | 257.4795 | -655.2622 | -0.8974 | -654.3648 |
Avg Daily Profit (%) | 0.2499 | 0.0949 | 0.155 | 0 | -0.0005 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202631 | -78038 | -130896 | -867877 | -201230 | -818374 |
Profit Factor | 1.6958 | 1.5903 | 1.7814 | 0.6872 | 0.9988 | 0.5238 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 55 | 23 | 32 | 25 | 16 | 9 |
Losing Trades | 24 | 16 | 8 | 54 | 23 | 31 |
Profitability (%) | 69.6203 | 58.9744 | 80 | 31.6456 | 41.0256 | 22.5 |
Ratio Avg Win / Avg Loss | 0.74 | 1.1063 | 0.4454 | 1.4843 | 1.4357 | 1.8043 |
Largest Winning Trade | 75046 | 75046 | 53507 | 362439 | 158274 | 362439 |
Largest Losing Trade | -128460 | -50131 | -128460 | -317218 | -99208 | -317218 |
Avg Bars in Trades | 121 | 121 | 122 | 121 | 121 | 122 |
Avg Bars in Winners | 95 | 94 | 96 | 170 | 155 | 197 |
Avg Bars in Losers | 182 | 161 | 226 | 99 | 98 | 100 |
Bars Traded | 9633 | 4751 | 4882 | 9633 | 4751 | 4882 |
Profit Streak | 84.5055 | 84.5055 | 135.1722 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18519 | -62256 | 472958 | -617526 | -582580 | -618805 |
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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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