Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689308.9312 | 681838.9235 | 7470.0077 | -91641.7676 | 207733.29 | -299375.0576 |
Total P&L (%) | 689.3089 | 681.8389 | 7.47 | -91.6418 | 207.7333 | -299.3751 |
Avg Daily Profit (%) | 0.3553 | 0.3514 | 0.0039 | -0.1278 | 0.0579 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156901 | -145251 | -117735 | -399383 | -98619 | -322656 |
Profit Factor | 1.9888 | 3.0184 | 1.0208 | 0.8549 | 2.3326 | 0.3708 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 56.5789 | 50 | 63.1579 | 56.5789 | 50 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.5263 | 3.0184 | 0.5955 | 0.6561 | 2.3326 | 0.2163 |
Largest Winning Trade | 646053 | 646053 | 35428 | 244964 | 244964 | 41251 |
Largest Losing Trade | -96173 | -62313 | -96173 | -262211 | -42194 | -262211 |
Avg Bars in Trades | 148 | 125 | 170 | 148 | 125 | 170 |
Avg Bars in Winners | 137 | 98 | 167 | 137 | 98 | 167 |
Avg Bars in Losers | 162 | 152 | 175 | 162 | 152 | 175 |
Bars Traded | 11249 | 4763 | 6487 | 11249 | 4763 | 6487 |
Profit Streak | 22.5771 | 0 | 28.4105 | 22.5771 | 0 | 28.4105 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38956 | 543970 | -550515 | -632877 | -111087 | -578518 |
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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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