Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661698.4433 | 682703.9951 | -21005.5519 | 1448.8377 | -119235.9222 | 120684.7599 |
Total P&L (%) | 661.6984 | 682.704 | -21.0056 | 1.4488 | -119.2359 | 120.6848 |
Avg Daily Profit (%) | 0.3176 | 0.3277 | -0.0101 | 0.0007 | 0 | 0.038 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242900 | -211159 | -62813 | -1581974 | -1487834 | -112868 |
Profit Factor | 2.2169 | 2.6563 | 0.8403 | 1.0007 | 0.9381 | 1.4079 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 37.037 | 35 | 39.0244 | 37.037 | 35 | 39.0244 |
Ratio Avg Win / Avg Loss | 3.7687 | 4.9331 | 1.313 | 1.7011 | 1.7422 | 2.1998 |
Largest Winning Trade | 596283 | 596283 | 24606 | 1256277 | 1256277 | 188228 |
Largest Losing Trade | -43799 | -43799 | -20056 | -724971 | -724971 | -47323 |
Avg Bars in Trades | 292 | 523 | 67 | 292 | 523 | 67 |
Avg Bars in Winners | 451 | 873 | 82 | 451 | 873 | 82 |
Avg Bars in Losers | 199 | 334 | 58 | 199 | 334 | 58 |
Bars Traded | 23699 | 20929 | 2770 | 23699 | 20929 | 2770 |
Profit Streak | 0 | 99.233 | 0 | 0 | 99.233 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8056 | 322226 | -583343 | -597681 | -583245 | -144515 |
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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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