Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356571.286 | 311746.5618 | 44824.7242 | -62021.1078 | -4929.7126 | -57091.3952 |
Total P&L (%) | 356.5713 | 311.7466 | 44.8247 | -62.0211 | -4.9297 | -57.0914 |
Avg Daily Profit (%) | 0.1864 | 0.163 | 0.0234 | -0.0506 | -0.0026 | -0.0442 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155169 | -128853 | -46381 | -540863 | -484394 | -106844 |
Profit Factor | 1.6064 | 1.799 | 1.2265 | 0.9436 | 0.994 | 0.7955 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 54.321 | 50 | 58.5366 | 54.321 | 50 | 58.5366 |
Ratio Avg Win / Avg Loss | 1.3508 | 1.799 | 0.8688 | 0.7934 | 0.994 | 0.5635 |
Largest Winning Trade | 396907 | 396907 | 37959 | 461613 | 461613 | 26769 |
Largest Losing Trade | -67483 | -67483 | -46381 | -359705 | -359705 | -101763 |
Avg Bars in Trades | 85 | 143 | 30 | 85 | 143 | 30 |
Avg Bars in Winners | 93 | 170 | 29 | 93 | 170 | 29 |
Avg Bars in Losers | 77 | 115 | 31 | 77 | 115 | 31 |
Bars Traded | 6959 | 5726 | 1233 | 6959 | 5726 | 1233 |
Profit Streak | 72.7368 | 0 | 73.2368 | 72.7368 | 0 | 73.2368 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5725 | 386830 | -163684 | -595937 | -580749 | -579077 |
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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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