Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465260.382 | 420511.5353 | 44748.8467 | 187775.9192 | 1040523.8565 | -852747.9373 |
Total P&L (%) | 465.2604 | 420.5115 | 44.7488 | 187.7759 | 1040.5239 | -852.7479 |
Avg Daily Profit (%) | 0.2608 | 0.2357 | 0.0251 | 0.0593 | 0.1365 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162856 | -102951 | -122848 | -1672425 | -614360 | -1333912 |
Profit Factor | 1.7909 | 3.0749 | 1.1161 | 1.0592 | 2.1759 | 0.6267 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 51.8519 | 55 | 48.7805 | 51.8519 | 55 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.663 | 2.5158 | 1.1719 | 0.9836 | 1.7803 | 0.658 |
Largest Winning Trade | 239374 | 239374 | 73811 | 832317 | 832317 | 370093 |
Largest Losing Trade | -50799 | -33008 | -50799 | -520685 | -210010 | -520685 |
Avg Bars in Trades | 84 | 75 | 93 | 84 | 75 | 93 |
Avg Bars in Winners | 103 | 81 | 126 | 103 | 81 | 126 |
Avg Bars in Losers | 65 | 68 | 62 | 65 | 68 | 62 |
Bars Traded | 6874 | 3035 | 3839 | 6874 | 3035 | 3839 |
Profit Streak | 38.2851 | 39.7851 | 38.2851 | 38.2851 | 39.7851 | 38.2851 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3511 | 540878 | -253930 | -285864 | -5008 | -580670 |
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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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