Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468522.2874 | 479667.8579 | -11145.5705 | 314494.6382 | 235927.1063 | 78567.5319 |
Total P&L (%) | 468.5223 | 479.6679 | -11.1456 | 314.4946 | 235.9271 | 78.5675 |
Avg Daily Profit (%) | 0.1989 | 0.2036 | -0.0047 | 0.0604 | 0.0514 | 0.0246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117361 | -24527 | -217551 | -105094 | -30896 | -148892 |
Profit Factor | 1.9959 | 6.5188 | 0.9709 | 1.7264 | 3.6035 | 1.2295 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Losing Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Profitability (%) | 32.9114 | 42.5 | 23.0769 | 32.9114 | 42.5 | 23.0769 |
Ratio Avg Win / Avg Loss | 4.0686 | 8.8195 | 3.2365 | 3.5192 | 4.8754 | 4.0983 |
Largest Winning Trade | 212247 | 212247 | 83702 | 180943 | 89761 | 180943 |
Largest Losing Trade | -54906 | -7663 | -54906 | -54513 | -15931 | -54513 |
Avg Bars in Trades | 52 | 6 | 99 | 52 | 6 | 99 |
Avg Bars in Winners | 120 | 11 | 326 | 120 | 11 | 326 |
Avg Bars in Losers | 18 | 2 | 30 | 18 | 2 | 30 |
Bars Traded | 4113 | 250 | 3863 | 4113 | 250 | 3863 |
Profit Streak | 0 | 0 | 299.9899 | 0 | 0 | 299.9899 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26519 | 488496 | -615682 | -146963 | -120052 | -196908 |
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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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