Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650399.1313 | 660725.9318 | -10326.8005 | -37893.3963 | 13166.3334 | -51059.7297 |
Total P&L (%) | 650.3991 | 660.7259 | -10.3268 | -37.8934 | 13.1663 | -51.0597 |
Avg Daily Profit (%) | 0.3475 | 0.353 | -0.0055 | -0.0254 | 0.0066 | -0.0382 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180497 | -157608 | -50492 | -1160219 | -1015607 | -153039 |
Profit Factor | 2.3057 | 2.6701 | 0.8992 | 0.9783 | 1.0088 | 0.7952 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 53.5211 | 51.4286 | 55.5556 | 53.5211 | 51.4286 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0023 | 2.5218 | 0.7194 | 0.8495 | 0.9528 | 0.6362 |
Largest Winning Trade | 737535 | 737535 | 21408 | 991701 | 991701 | 79512 |
Largest Losing Trade | -62858 | -62858 | -22188 | -703772 | -703772 | -92270 |
Avg Bars in Trades | 151 | 291 | 15 | 151 | 291 | 15 |
Avg Bars in Winners | 135 | 269 | 14 | 135 | 269 | 14 |
Avg Bars in Losers | 170 | 315 | 16 | 170 | 315 | 16 |
Bars Traded | 10770 | 10214 | 556 | 10770 | 10214 | 556 |
Profit Streak | 90.8148 | 90.8148 | 163.3148 | 90.8148 | 90.8148 | 163.3148 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75494 | 546226 | -578428 | -669960 | -463026 | -578428 |
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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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