Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833838.9389 | 923882.24 | -90043.3011 | -129834.6547 | 194107.9028 | -323942.5576 |
Total P&L (%) | 833.8389 | 923.8822 | -90.0433 | -129.8347 | 194.1079 | -323.9426 |
Avg Daily Profit (%) | 0.346 | 0.3834 | -0.0374 | 0 | 0.0448 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312765 | -175010 | -269676 | -484575 | -261525 | -395526 |
Profit Factor | 2.019 | 3.8711 | 0.8186 | 0.8571 | 1.534 | 0.4055 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 18 | 22 | 34 | 20 | 14 |
Losing Trades | 39 | 21 | 18 | 45 | 19 | 26 |
Profitability (%) | 50.6329 | 46.1538 | 55 | 43.038 | 51.2821 | 35 |
Ratio Avg Win / Avg Loss | 1.9686 | 4.5162 | 0.6698 | 1.1344 | 1.4573 | 0.7531 |
Largest Winning Trade | 892103 | 892103 | 62005 | 376171 | 376171 | 37782 |
Largest Losing Trade | -148738 | -49935 | -148738 | -177194 | -177194 | -138773 |
Avg Bars in Trades | 88 | 68 | 107 | 88 | 68 | 107 |
Avg Bars in Winners | 114 | 92 | 132 | 80 | 63 | 105 |
Avg Bars in Losers | 61 | 48 | 77 | 94 | 74 | 108 |
Bars Traded | 6988 | 2684 | 4304 | 6988 | 2684 | 4304 |
Profit Streak | 0 | 0 | 0 | 22.0296 | 31.0296 | 22.0296 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18073 | 543485 | -580101 | -612050 | -130867 | -586034 |
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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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