Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363404.3611 | 108756.9822 | 254647.3789 | 933668.439 | -211808.3964 | 1145476.8354 |
Total P&L (%) | 363.4044 | 108.757 | 254.6474 | 933.6684 | -211.8084 | 1145.4768 |
Avg Daily Profit (%) | 0.218 | 0.0652 | 0.1528 | 0.1402 | 0 | 0.1514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74272 | -100867 | -30501 | -747928 | -652270 | -262269 |
Profit Factor | 2.0933 | 1.5281 | 3.0137 | 1.3663 | 0.8631 | 2.144 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 61.7284 | 55 | 68.2927 | 61.7284 | 55 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.2979 | 1.2503 | 1.3992 | 0.8471 | 0.7062 | 0.9954 |
Largest Winning Trade | 64564 | 60134 | 64564 | 509069 | 202513 | 509069 |
Largest Losing Trade | -50614 | -50614 | -30501 | -295471 | -295471 | -262269 |
Avg Bars in Trades | 58 | 44 | 71 | 58 | 44 | 71 |
Avg Bars in Winners | 57 | 18 | 88 | 57 | 18 | 88 |
Avg Bars in Losers | 59 | 77 | 34 | 59 | 77 | 34 |
Bars Traded | 4722 | 1783 | 2939 | 4722 | 1783 | 2939 |
Profit Streak | 46.7589 | 0 | 86.4255 | 46.7589 | 0 | 86.4255 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3276 | -103664 | 533802 | -20538 | -580101 | 427967 |
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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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