Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534398.1997 | 421958.3193 | 112439.8804 | -21529.0829 | -23258.4949 | 1729.412 |
Total P&L (%) | 534.3982 | 421.9583 | 112.4399 | -21.5291 | -23.2585 | 1.7294 |
Avg Daily Profit (%) | 0.3629 | 0.2866 | 0.0764 | -0.0165 | -0.018 | 0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119949 | -140396 | -48821 | -194113 | -157744 | -43622 |
Profit Factor | 1.7936 | 2.0583 | 1.4094 | 0.9619 | 0.9337 | 1.0081 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 46.9136 | 40 | 53.6585 | 46.9136 | 40 | 53.6585 |
Ratio Avg Win / Avg Loss | 2.0297 | 3.0874 | 1.2172 | 1.0885 | 1.4005 | 0.8706 |
Largest Winning Trade | 231367 | 231367 | 69604 | 109764 | 109764 | 51551 |
Largest Losing Trade | -87412 | -44325 | -87412 | -109957 | -109957 | -87412 |
Avg Bars in Trades | 68 | 80 | 57 | 68 | 80 | 57 |
Avg Bars in Winners | 80 | 81 | 80 | 80 | 81 | 80 |
Avg Bars in Losers | 58 | 79 | 32 | 58 | 79 | 32 |
Bars Traded | 5581 | 3204 | 2377 | 5581 | 3204 | 2377 |
Profit Streak | 0 | 40.5033 | 0 | 0 | 40.5033 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -4645 | 322608 | -89730 | -596589 | -582423 | -569841 |
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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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