Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818233.8463 | 742843.58 | 75390.2663 | -36549.1898 | -57172.5792 | 20623.3894 |
Total P&L (%) | 818.2338 | 742.8436 | 75.3903 | -36.5492 | -57.1726 | 20.6234 |
Avg Daily Profit (%) | 0.3462 | 0.3143 | 0.0319 | -0.0192 | -0.0359 | 0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135111 | -69276 | -143366 | -129143 | -56445 | -98339 |
Profit Factor | 2.3902 | 4.0001 | 1.2211 | 0.8944 | 0.6464 | 1.1118 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 44.4444 | 34.1463 | 55 | 44.4444 | 34.1463 | 55 |
Ratio Avg Win / Avg Loss | 2.9878 | 7.7145 | 0.9991 | 1.118 | 1.2466 | 0.9097 |
Largest Winning Trade | 714319 | 714319 | 63154 | 44113 | 44113 | 39800 |
Largest Losing Trade | -94401 | -34033 | -94401 | -81056 | -28370 | -81056 |
Avg Bars in Trades | 83 | 65 | 102 | 83 | 65 | 102 |
Avg Bars in Winners | 136 | 108 | 153 | 136 | 108 | 153 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 6778 | 2671 | 4107 | 6778 | 2671 | 4107 |
Profit Streak | 0 | 0 | 322.6911 | 0 | 0 | 322.6911 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4597 | 358077 | -150322 | -597549 | -585240 | -285892 |
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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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