Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521111.6126 | 438711.6615 | 82399.951 | 119708.3307 | -1164255.9992 | 1283964.3299 |
Total P&L (%) | 521.1116 | 438.7117 | 82.4 | 119.7083 | -1164.256 | 1283.9643 |
Avg Daily Profit (%) | 0.2944 | 0.2478 | 0.0465 | 0.0445 | 0 | 0.1485 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163424 | -121026 | -68592 | -4288824 | -4339746 | -409367 |
Profit Factor | 1.8303 | 2.0354 | 1.4041 | 1.0165 | 0.8096 | 2.133 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 59.1549 | 54.2857 | 63.8889 | 59.1549 | 54.2857 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.2638 | 1.714 | 0.7936 | 0.7019 | 0.6818 | 1.2056 |
Largest Winning Trade | 126190 | 126190 | 25403 | 981167 | 981167 | 472894 |
Largest Losing Trade | -78542 | -78542 | -36051 | -2541947 | -2541947 | -314087 |
Avg Bars in Trades | 138 | 245 | 35 | 138 | 245 | 35 |
Avg Bars in Winners | 70 | 117 | 31 | 70 | 117 | 31 |
Avg Bars in Losers | 237 | 396 | 42 | 237 | 396 | 42 |
Bars Traded | 9846 | 8583 | 1263 | 9846 | 8583 | 1263 |
Profit Streak | 64.267 | 0 | 67.4337 | 64.267 | 0 | 67.4337 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78048 | 447989 | -129336 | -426790 | -580232 | 394352 |
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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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