Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2313402.5176 | 2359971.6161 | -46569.0985 | -76410.7756 | -44207.0322 | -32203.7434 |
Total P&L (%) | 2313.4025 | 2359.9716 | -46.5691 | -76.4108 | -44.207 | -32.2037 |
Avg Daily Profit (%) | 0.9993 | 1.0194 | -0.0201 | -0.0624 | -0.0252 | -0.0168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299222 | -144272 | -228282 | -101894 | -65725 | -62512 |
Profit Factor | 3.4506 | 5.2679 | 0.8809 | 0.7286 | 0.7369 | 0.7163 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 43.9655 | 39.6552 | 48.2759 | 43.9655 | 39.6552 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.3978 | 8.0164 | 0.9438 | 0.9286 | 1.1213 | 0.7674 |
Largest Winning Trade | 2280324 | 2280324 | 38685 | 40317 | 40317 | 13139 |
Largest Losing Trade | -79265 | -79265 | -56950 | -34796 | -27227 | -34796 |
Avg Bars in Trades | 77 | 109 | 46 | 77 | 109 | 46 |
Avg Bars in Winners | 101 | 163 | 51 | 101 | 163 | 51 |
Avg Bars in Losers | 59 | 74 | 41 | 59 | 74 | 41 |
Bars Traded | 9031 | 6356 | 2675 | 9031 | 6356 | 2675 |
Profit Streak | 31.1039 | 0 | 73.3539 | 31.1039 | 0 | 73.3539 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 663840 | -163008 | -760537 | -582276 | -763467 | -760537 |
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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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