Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884534.835 | 792139.9163 | 92394.9188 | 219478.6526 | 495921.9895 | -276443.3369 |
Total P&L (%) | 884.5348 | 792.1399 | 92.3949 | 219.4787 | 495.922 | -276.4433 |
Avg Daily Profit (%) | 0.3755 | 0.3362 | 0.0392 | 0.0493 | 0.0758 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194107 | -193017 | -53540 | -2754058 | -2315435 | -838621 |
Profit Factor | 2.6454 | 3.4311 | 1.4363 | 1.0506 | 1.1829 | 0.8298 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 53.8462 | 46.1538 | 61.5385 | 53.8462 | 46.1538 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.2674 | 4.0029 | 0.8977 | 0.9005 | 1.38 | 0.5186 |
Largest Winning Trade | 830536 | 830536 | 52050 | 1344149 | 1344149 | 316062 |
Largest Losing Trade | -44621 | -44621 | -39250 | -849580 | -849580 | -434034 |
Avg Bars in Trades | 176 | 213 | 139 | 176 | 213 | 139 |
Avg Bars in Winners | 213 | 304 | 145 | 213 | 304 | 145 |
Avg Bars in Losers | 133 | 135 | 130 | 133 | 135 | 130 |
Bars Traded | 13786 | 8335 | 5451 | 13786 | 8335 | 5451 |
Profit Streak | 17.9758 | 0 | 73.1425 | 17.9758 | 0 | 73.1425 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23130 | 514405 | -139188 | -331276 | -112577 | -578703 |
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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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