Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438437.3676 | 301921.9801 | 136515.3875 | -53898.8914 | -880067.1225 | 826168.2311 |
Total P&L (%) | 438.4374 | 301.922 | 136.5154 | -53.8989 | -880.0671 | 826.1682 |
Avg Daily Profit (%) | 0.2283 | 0.1572 | 0.0711 | -0.0403 | 0 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139356 | -96393 | -129476 | -3039033 | -2432930 | -1673001 |
Profit Factor | 1.7734 | 2.1188 | 1.4596 | 0.9911 | 0.7232 | 1.2902 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 50.6329 | 46.1538 | 55 | 50.6329 | 46.1538 | 55 |
Ratio Avg Win / Avg Loss | 1.7291 | 2.472 | 1.1942 | 0.9663 | 0.8437 | 1.0556 |
Largest Winning Trade | 162135 | 162135 | 55133 | 797974 | 683756 | 797974 |
Largest Losing Trade | -97144 | -43791 | -97144 | -1342100 | -1342100 | -1080145 |
Avg Bars in Trades | 69 | 74 | 65 | 69 | 74 | 65 |
Avg Bars in Winners | 81 | 86 | 77 | 81 | 86 | 77 |
Avg Bars in Losers | 57 | 63 | 50 | 57 | 63 | 50 |
Bars Traded | 5511 | 2887 | 2624 | 5511 | 2887 | 2624 |
Profit Streak | 42.7095 | 42.7095 | 62.3761 | 42.7095 | 42.7095 | 62.3761 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18546 | 373019 | -95309 | -610550 | -581701 | -36076 |
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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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