Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300888.5171 | 269863.6788 | 31024.8383 | -9297.7165 | 138750.0191 | -148047.7357 |
Total P&L (%) | 300.8885 | 269.8637 | 31.0248 | -9.2977 | 138.75 | -148.0477 |
Avg Daily Profit (%) | 0.17 | 0.1525 | 0.0175 | -0.0055 | 0.0492 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144809 | -112796 | -32472 | -1623636 | -1214077 | -449870 |
Profit Factor | 1.6946 | 1.7183 | 1.5396 | 0.9967 | 1.061 | 0.7104 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 68.3544 | 71.7949 | 65 | 68.3544 | 71.7949 | 65 |
Ratio Avg Win / Avg Loss | 0.7845 | 0.6751 | 0.829 | 0.4614 | 0.4168 | 0.3825 |
Largest Winning Trade | 89567 | 89567 | 8760 | 377295 | 377295 | 105399 |
Largest Losing Trade | -83413 | -83413 | -25522 | -1063309 | -1063309 | -436836 |
Avg Bars in Trades | 263 | 531 | 2 | 263 | 531 | 2 |
Avg Bars in Winners | 82 | 157 | 2 | 82 | 157 | 2 |
Avg Bars in Losers | 654 | 1482 | 4 | 654 | 1482 | 4 |
Bars Traded | 20833 | 20714 | 119 | 20833 | 20714 | 119 |
Profit Streak | 16.5474 | 0 | 76.4641 | 16.5474 | 0 | 76.4641 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20248 | 379427 | -169763 | -608824 | -279449 | -577969 |
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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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