Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 680220.8667 | 662360.8331 | 17860.0337 | 45142.6638 | 171597.5147 | -126454.8509 |
Total P&L (%) | 680.2209 | 662.3608 | 17.86 | 45.1427 | 171.5975 | -126.4549 |
Avg Daily Profit (%) | 0.3615 | 0.352 | 0.0095 | 0.0198 | 0.0531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166851 | -153422 | -63621 | -613374 | -522774 | -187842 |
Profit Factor | 2.0816 | 2.7786 | 1.0696 | 1.0259 | 1.1635 | 0.8178 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 66 | 31 | 35 | 66 | 31 | 35 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 47.482 | 44.9275 | 50 | 47.482 | 44.9275 | 50 |
Ratio Avg Win / Avg Loss | 2.3023 | 3.4061 | 1.0696 | 1.1347 | 1.4262 | 0.8178 |
Largest Winning Trade | 678303 | 678303 | 53096 | 545184 | 545184 | 141421 |
Largest Losing Trade | -54882 | -54882 | -37258 | -266159 | -266159 | -108485 |
Avg Bars in Trades | 51 | 69 | 34 | 51 | 69 | 34 |
Avg Bars in Winners | 65 | 93 | 40 | 65 | 93 | 40 |
Avg Bars in Losers | 39 | 49 | 28 | 39 | 49 | 28 |
Bars Traded | 7189 | 4779 | 2410 | 7189 | 4779 | 2410 |
Profit Streak | 39.1195 | 0 | 84.8695 | 39.1195 | 0 | 84.8695 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479197 | -89291 | -425506 | -360287 | -266653 | -673871 |
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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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