Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402443.1917 | 292600.1349 | 109843.0568 | -116763.1368 | -32133.3236 | -84629.8132 |
Total P&L (%) | 402.4432 | 292.6001 | 109.8431 | -116.7631 | -32.1333 | -84.6298 |
Avg Daily Profit (%) | 0.216 | 0.1571 | 0.059 | 0 | -0.0208 | -0.1005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133849 | -63770 | -150836 | -226616 | -69524 | -108540 |
Profit Factor | 1.6495 | 2.1518 | 1.3004 | 0.7431 | 0.8288 | 0.6829 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 47 | 18 | 29 | 29 | 20 | 9 |
Losing Trades | 31 | 21 | 10 | 49 | 19 | 30 |
Profitability (%) | 60.2564 | 46.1538 | 74.359 | 37.1795 | 51.2821 | 23.0769 |
Ratio Avg Win / Avg Loss | 1.088 | 2.5105 | 0.4484 | 1.2556 | 0.7874 | 2.2762 |
Largest Winning Trade | 94936 | 94936 | 45167 | 91850 | 29316 | 91850 |
Largest Losing Trade | -109333 | -46456 | -109333 | -98900 | -48544 | -98900 |
Avg Bars in Trades | 90 | 79 | 100 | 90 | 79 | 100 |
Avg Bars in Winners | 84 | 83 | 85 | 98 | 76 | 145 |
Avg Bars in Losers | 98 | 75 | 146 | 85 | 81 | 87 |
Bars Traded | 7027 | 3091 | 3936 | 7027 | 3091 | 3936 |
Profit Streak | 27.3068 | 0 | 291.3068 | 0 | 75.5568 | 0 |
Trades During Streak | 1 | 0 | 6 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26858 | 355398 | -111182 | -622874 | -579626 | -616270 |
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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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