Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 543078.0463 | 475866.8831 | 67211.1631 | 368387.06 | -373832.4879 | 742219.548 |
Total P&L (%) | 543.078 | 475.8669 | 67.2112 | 368.3871 | -373.8325 | 742.2195 |
Avg Daily Profit (%) | 0.3356 | 0.2941 | 0.0415 | 0.0955 | 0 | 0.1318 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191303 | -178032 | -45879 | -3937260 | -3995605 | -183406 |
Profit Factor | 2.0771 | 2.1445 | 1.7602 | 1.057 | 0.9385 | 2.9286 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 75.7895 | 76.5957 | 75 | 75.7895 | 76.5957 | 75 |
Ratio Avg Win / Avg Loss | 0.6635 | 0.6553 | 0.5867 | 0.3377 | 0.2868 | 0.9762 |
Largest Winning Trade | 90254 | 90254 | 12169 | 1309074 | 1309074 | 258627 |
Largest Losing Trade | -77300 | -77300 | -27265 | -2522682 | -2522682 | -122888 |
Avg Bars in Trades | 175 | 350 | 3 | 175 | 350 | 3 |
Avg Bars in Winners | 79 | 155 | 2 | 79 | 155 | 2 |
Avg Bars in Losers | 476 | 989 | 6 | 476 | 989 | 6 |
Bars Traded | 16656 | 16491 | 165 | 16656 | 16491 | 165 |
Profit Streak | 588.8269 | 626.9935 | 588.8269 | 588.8269 | 626.9935 | 588.8269 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 547237 | 525764 | -132855 | -220155 | -575900 | -9671 |
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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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