Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307312.1072 | -2998.3996 | 310310.5068 | -26757.9602 | -133778.436 | 107020.4758 |
Total P&L (%) | 307.3121 | -2.9984 | 310.3105 | -26.758 | -133.7784 | 107.0205 |
Avg Daily Profit (%) | 0.2004 | -0.002 | 0.2023 | -0.0203 | 0 | 0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112753 | -53560 | -98414 | -992865 | -242314 | -846127 |
Profit Factor | 2.2978 | 0.9743 | 3.5846 | 0.9823 | 0.7276 | 1.1048 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 67 | 27 | 40 | 67 | 27 | 40 |
Losing Trades | 18 | 16 | 2 | 18 | 16 | 2 |
Profitability (%) | 78.8235 | 62.7907 | 95.2381 | 78.8235 | 62.7907 | 95.2381 |
Ratio Avg Win / Avg Loss | 0.6173 | 0.5774 | 0.1792 | 0.2639 | 0.4312 | 0.0552 |
Largest Winning Trade | 30746 | 13401 | 30746 | 175825 | 69098 | 175825 |
Largest Losing Trade | -97865 | -41735 | -97865 | -803141 | -185210 | -803141 |
Avg Bars in Trades | 45 | 8 | 84 | 45 | 8 | 84 |
Avg Bars in Winners | 37 | 3 | 61 | 37 | 3 | 61 |
Avg Bars in Losers | 75 | 16 | 542 | 75 | 16 | 542 |
Bars Traded | 3892 | 363 | 3530 | 3892 | 363 | 3530 |
Profit Streak | 0 | 0 | 538.1956 | 0 | 0 | 538.1956 |
Trades During Streak | 0 | 0 | 18 | 0 | 0 | 18 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484656 | -578791 | 668932 | -576536 | -578791 | -229452 |
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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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