Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993634.3467 | 961076.823 | 32557.5236 | -4638.1495 | -73861.0399 | 69222.8904 |
Total P&L (%) | 993.6343 | 961.0768 | 32.5575 | -4.6382 | -73.861 | 69.2229 |
Avg Daily Profit (%) | 0.4214 | 0.4076 | 0.0138 | -0.002 | -0.0569 | 0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188259 | -69693 | -186087 | -144222 | -99537 | -108823 |
Profit Factor | 2.5902 | 4.6741 | 1.0896 | 0.9919 | 0.7446 | 1.2438 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 38.2716 | 39.0244 | 37.5 | 38.2716 | 39.0244 | 37.5 |
Ratio Avg Win / Avg Loss | 4.1777 | 7.3033 | 1.816 | 1.5999 | 1.1635 | 2.0729 |
Largest Winning Trade | 980336 | 980336 | 67785 | 91681 | 53814 | 91681 |
Largest Losing Trade | -82342 | -28967 | -82342 | -46126 | -46126 | -38417 |
Avg Bars in Trades | 84 | 75 | 94 | 84 | 75 | 94 |
Avg Bars in Winners | 145 | 116 | 175 | 145 | 116 | 175 |
Avg Bars in Losers | 47 | 48 | 46 | 47 | 48 | 46 |
Bars Traded | 6876 | 3088 | 3788 | 6876 | 3088 | 3788 |
Profit Streak | 0 | 0 | 15.9097 | 0 | 0 | 15.9097 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5969 | 472873 | -302368 | -598838 | -583343 | -166511 |
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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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