Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667728.5149 | 638586.9859 | 29141.529 | 91708.9726 | 24085.7577 | 67623.2149 |
Total P&L (%) | 667.7285 | 638.587 | 29.1415 | 91.709 | 24.0858 | 67.6232 |
Avg Daily Profit (%) | 0.36 | 0.3443 | 0.0157 | 0.0351 | 0.0116 | 0.0279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157894 | -161444 | -18143 | -1587398 | -1681878 | -88707 |
Profit Factor | 2.4339 | 2.4892 | 1.7904 | 1.0344 | 1.0096 | 1.4187 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Profitability (%) | 62.0253 | 48.7179 | 75 | 62.0253 | 48.7179 | 75 |
Ratio Avg Win / Avg Loss | 1.4901 | 2.6202 | 0.5968 | 0.6333 | 1.0628 | 0.4729 |
Largest Winning Trade | 353985 | 353985 | 5947 | 816080 | 816080 | 31846 |
Largest Losing Trade | -72008 | -72008 | -10087 | -1254672 | -1254672 | -79324 |
Avg Bars in Trades | 91 | 183 | 2 | 91 | 183 | 2 |
Avg Bars in Winners | 52 | 133 | 2 | 52 | 133 | 2 |
Avg Bars in Losers | 154 | 230 | 3 | 154 | 230 | 3 |
Bars Traded | 7238 | 7145 | 93 | 7238 | 7145 | 93 |
Profit Streak | 99.2233 | 99.2233 | 354.2233 | 99.2233 | 99.2233 | 354.2233 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15152 | 507505 | -169477 | -358445 | -391322 | -151734 |
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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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