Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216664.9638 | 227541.3683 | -10876.4045 | -117937.6923 | 1098210.5662 | -1216148.2585 |
Total P&L (%) | 216.665 | 227.5414 | -10.8764 | -117.9377 | 1098.2106 | -1216.1483 |
Avg Daily Profit (%) | 0.1524 | 0.1601 | -0.0077 | 0 | 0.1748 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189533 | -54076 | -161986 | -1538396 | -479134 | -1829219 |
Profit Factor | 1.435 | 2.2292 | 0.9653 | 0.9711 | 1.9444 | 0.5826 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 48 | 23 | 25 | 52 | 27 | 25 |
Losing Trades | 31 | 16 | 15 | 27 | 12 | 15 |
Profitability (%) | 60.7595 | 58.9744 | 62.5 | 65.8228 | 69.2308 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9268 | 1.5507 | 0.5792 | 0.5042 | 0.8642 | 0.3495 |
Largest Winning Trade | 67683 | 67683 | 64004 | 209304 | 209304 | 182458 |
Largest Losing Trade | -105499 | -32566 | -105499 | -1211660 | -319570 | -1211660 |
Avg Bars in Trades | 48 | 56 | 40 | 48 | 56 | 40 |
Avg Bars in Winners | 35 | 39 | 31 | 42 | 45 | 38 |
Avg Bars in Losers | 69 | 80 | 56 | 60 | 81 | 43 |
Bars Traded | 3831 | 2204 | 1627 | 3831 | 2204 | 1627 |
Profit Streak | 48.2322 | 0 | 50.5656 | 0 | 80.2322 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22587 | 457418 | -578565 | -609726 | 425127 | -579129 |
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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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