Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943490.1452 | 961678.803 | -18188.6578 | 671481.598 | 1143404.4598 | -471922.8619 |
Total P&L (%) | 943.4901 | 961.6788 | -18.1887 | 671.4816 | 1143.4045 | -471.9229 |
Avg Daily Profit (%) | 0.5197 | 0.5298 | -0.01 | 0.1126 | 0.1389 | 0 |
Buy And Hold Return (%) | 610.8642 | 610.8642 | 610.8642 | 610.8642 | 610.8642 | 610.8642 |
Max Trade Drawdown | -121470 | -76730 | -107685 | -1576203 | -920512 | -1023363 |
Profit Factor | 2.5136 | 4.4964 | 0.9478 | 1.168 | 1.648 | 0.7887 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Profitability (%) | 44.4444 | 50 | 39.0244 | 44.4444 | 50 | 39.0244 |
Ratio Avg Win / Avg Loss | 3.142 | 4.4964 | 1.4809 | 1.46 | 1.648 | 1.2323 |
Largest Winning Trade | 477886 | 477886 | 76886 | 1097823 | 1097823 | 459926 |
Largest Losing Trade | -41365 | -39623 | -41365 | -356079 | -299090 | -356079 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 96 | 83 | 112 | 96 | 83 | 112 |
Avg Bars in Losers | 41 | 39 | 42 | 41 | 39 | 42 |
Bars Traded | 5307 | 2452 | 2855 | 5307 | 2452 | 2855 |
Profit Streak | 27.6198 | 102.6198 | 27.6198 | 27.6198 | 102.6198 | 27.6198 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11789 | 343480 | -582803 | -230321 | -10775 | -582803 |
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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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