Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648738.2837 | 598050.1181 | 50688.1655 | 186887.7355 | -9872.055 | 196759.7906 |
Total P&L (%) | 648.7383 | 598.0501 | 50.6882 | 186.8877 | -9.8721 | 196.7598 |
Avg Daily Profit (%) | 0.3395 | 0.313 | 0.0265 | 0.0552 | -0.0054 | 0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158419 | -94937 | -99933 | -1068709 | -730588 | -527510 |
Profit Factor | 2.033 | 3.2133 | 1.1417 | 1.0596 | 0.9933 | 1.1191 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 53.9474 | 57.8947 | 50 | 53.9474 | 57.8947 | 50 |
Ratio Avg Win / Avg Loss | 1.7355 | 2.3369 | 1.1417 | 0.9045 | 0.7224 | 1.1191 |
Largest Winning Trade | 284952 | 284952 | 63533 | 429690 | 341400 | 429690 |
Largest Losing Trade | -75542 | -31907 | -75542 | -285359 | -249033 | -285359 |
Avg Bars in Trades | 72 | 67 | 77 | 72 | 67 | 77 |
Avg Bars in Winners | 84 | 73 | 97 | 84 | 73 | 97 |
Avg Bars in Losers | 57 | 58 | 56 | 57 | 58 | 56 |
Bars Traded | 5481 | 2555 | 2926 | 5481 | 2555 | 2926 |
Profit Streak | 46.6873 | 46.6873 | 68.354 | 46.6873 | 46.6873 | 68.354 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39183 | 602645 | -222838 | -328138 | -579183 | -205804 |
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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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