Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722927.743 | 815007.8687 | -92080.1257 | -88475.6524 | 253912.3522 | -342388.0045 |
Total P&L (%) | 722.9277 | 815.0079 | -92.0801 | -88.4757 | 253.9124 | -342.388 |
Avg Daily Profit (%) | 0.3037 | 0.3423 | -0.0387 | -0.0907 | 0.0531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -295473 | -189694 | -157356 | -1039533 | -821260 | -309783 |
Profit Factor | 1.7063 | 2.3922 | 0.7898 | 0.9553 | 1.2246 | 0.5963 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 40.5063 | 38.4615 | 42.5 | 40.5063 | 38.4615 | 42.5 |
Ratio Avg Win / Avg Loss | 2.5061 | 3.8275 | 1.0686 | 1.4031 | 1.9593 | 0.8068 |
Largest Winning Trade | 493065 | 493065 | 71845 | 381723 | 381723 | 210179 |
Largest Losing Trade | -69925 | -52520 | -69925 | -496314 | -496314 | -202173 |
Avg Bars in Trades | 85 | 124 | 47 | 85 | 124 | 47 |
Avg Bars in Winners | 97 | 134 | 65 | 97 | 134 | 65 |
Avg Bars in Losers | 76 | 117 | 34 | 76 | 117 | 34 |
Bars Traded | 6737 | 4840 | 1897 | 6737 | 4840 | 1897 |
Profit Streak | 119.5743 | 0 | 159.9077 | 119.5743 | 0 | 159.9077 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22247 | 336413 | -581422 | -613516 | -125734 | -583089 |
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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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