Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896901.0781 | 993504.0373 | -96602.9592 | -487216.0659 | -851159.837 | 363943.7711 |
Total P&L (%) | 896.9011 | 993.504 | -96.603 | -487.2161 | -851.1598 | 363.9438 |
Avg Daily Profit (%) | 0.4925 | 0.5455 | -0.053 | 0 | 0 | 0.0843 |
Buy And Hold Return (%) | 628.0617 | 628.0617 | 628.0617 | 628.0617 | 628.0617 | 628.0617 |
Max Trade Drawdown | -167947 | -89813 | -154553 | -964904 | -1090186 | -476404 |
Profit Factor | 2.2116 | 4.2579 | 0.7781 | 0.855 | 0.5946 | 1.2889 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 45 | 21 | 24 | 36 | 20 | 16 |
Losing Trades | 38 | 21 | 17 | 47 | 22 | 25 |
Profitability (%) | 54.2169 | 50 | 58.5366 | 43.3735 | 47.619 | 39.0244 |
Ratio Avg Win / Avg Loss | 1.8676 | 4.2579 | 0.5511 | 1.1162 | 0.654 | 2.0139 |
Largest Winning Trade | 438238 | 438238 | 72504 | 508278 | 208329 | 508278 |
Largest Losing Trade | -139918 | -31993 | -139918 | -654973 | -654973 | -315305 |
Avg Bars in Trades | 128 | 144 | 111 | 128 | 144 | 111 |
Avg Bars in Winners | 126 | 143 | 112 | 135 | 146 | 120 |
Avg Bars in Losers | 129 | 145 | 110 | 122 | 142 | 105 |
Bars Traded | 10626 | 6060 | 4566 | 10626 | 6060 | 4566 |
Profit Streak | 14.4482 | 86.1149 | 0 | 0 | 0 | 16.2816 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18000 | 358992 | -579635 | -582965 | -581660 | -248713 |
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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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