Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629853.1715 | 506945.0975 | 122908.074 | 977451.1229 | 831592.1937 | 145858.9291 |
Total P&L (%) | 629.8532 | 506.9451 | 122.9081 | 977.4511 | 831.5922 | 145.8589 |
Avg Daily Profit (%) | 0.2518 | 0.2026 | 0.0491 | 0.0951 | 0.0892 | 0.036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122097 | -149107 | -56503 | -2311733 | -2065095 | -629321 |
Profit Factor | 2.1813 | 2.7045 | 1.5213 | 1.1719 | 1.2366 | 1.0672 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 45.4545 | 39.4737 | 51.2821 | 45.4545 | 39.4737 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.6175 | 4.1468 | 1.4452 | 1.4063 | 1.8961 | 1.0138 |
Largest Winning Trade | 259198 | 259198 | 55766 | 1189309 | 1189309 | 577483 |
Largest Losing Trade | -42429 | -31488 | -42429 | -660995 | -660995 | -524022 |
Avg Bars in Trades | 95 | 66 | 123 | 95 | 66 | 123 |
Avg Bars in Winners | 145 | 103 | 176 | 145 | 103 | 176 |
Avg Bars in Losers | 54 | 42 | 68 | 54 | 42 | 68 |
Bars Traded | 7365 | 2538 | 4827 | 7365 | 2538 | 4827 |
Profit Streak | 57.2718 | 0 | 57.6051 | 57.2718 | 0 | 57.6051 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34853 | 329022 | -125115 | -144547 | -76663 | -290746 |
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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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