Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 700288.7258 | 700877.7239 | -588.9981 | -26121.7129 | 87500.1418 | -113621.8547 |
Total P&L (%) | 700.2887 | 700.8777 | -0.589 | -26.1217 | 87.5001 | -113.6219 |
Avg Daily Profit (%) | 0.3742 | 0.3745 | -0.0003 | -0.0162 | 0.0336 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161470 | -173956 | -35787 | -813391 | -694043 | -194506 |
Profit Factor | 2.4476 | 2.6779 | 0.9911 | 0.9822 | 1.0712 | 0.5162 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 45.4545 | 36.8421 | 53.8462 | 45.4545 | 36.8421 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.9372 | 4.5906 | 0.8495 | 1.1786 | 1.8364 | 0.4424 |
Largest Winning Trade | 769697 | 769697 | 6937 | 784717 | 784717 | 34722 |
Largest Losing Trade | -45445 | -45445 | -25352 | -367211 | -367211 | -140879 |
Avg Bars in Trades | 135 | 265 | 7 | 135 | 265 | 7 |
Avg Bars in Winners | 145 | 351 | 7 | 145 | 351 | 7 |
Avg Bars in Losers | 126 | 215 | 7 | 126 | 215 | 7 |
Bars Traded | 10402 | 10105 | 297 | 10402 | 10105 | 297 |
Profit Streak | 95.4895 | 0 | 114.6562 | 95.4895 | 0 | 114.6562 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33294 | 343220 | -579417 | -626597 | -294200 | -579417 |
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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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