Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704390.4989 | 642749.9612 | 61640.5377 | 147927.7313 | -141525.4795 | 289453.2109 |
Total P&L (%) | 704.3905 | 642.75 | 61.6405 | 147.9277 | -141.5255 | 289.4532 |
Avg Daily Profit (%) | 0.4392 | 0.4008 | 0.0384 | 0.0566 | 0 | 0.0848 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168287 | -162532 | -16102 | -1723515 | -1679506 | -122521 |
Profit Factor | 2.3087 | 2.4347 | 1.6832 | 1.0448 | 0.9524 | 1.8785 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 56.962 | 48.7179 | 65 | 56.962 | 48.7179 | 65 |
Ratio Avg Win / Avg Loss | 1.7443 | 2.5628 | 0.9063 | 0.7894 | 1.0025 | 1.0115 |
Largest Winning Trade | 400931 | 400931 | 14103 | 1147497 | 1147497 | 105261 |
Largest Losing Trade | -59109 | -59109 | -14180 | -1049449 | -1049449 | -122521 |
Avg Bars in Trades | 58 | 110 | 6 | 58 | 110 | 6 |
Avg Bars in Winners | 50 | 109 | 7 | 50 | 109 | 7 |
Avg Bars in Losers | 68 | 112 | 6 | 68 | 112 | 6 |
Bars Traded | 4600 | 4322 | 278 | 4600 | 4322 | 278 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15618 | 500940 | -139452 | -320320 | -579589 | -75014 |
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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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