Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233481.8908 | 1119531.2426 | 113950.6481 | 203561.7587 | -35440.0574 | 239001.8161 |
Total P&L (%) | 1233.4819 | 1119.5312 | 113.9506 | 203.5618 | -35.4401 | 239.0018 |
Avg Daily Profit (%) | 0.5169 | 0.4691 | 0.0477 | 0.0465 | -0.0183 | 0.0512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131922 | -103868 | -99518 | -343782 | -312117 | -225992 |
Profit Factor | 2.6605 | 4.3338 | 1.28 | 1.1331 | 0.9541 | 1.3155 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 46.8354 | 37.5 | 56.4103 | 46.8354 | 37.5 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.02 | 7.2231 | 0.9891 | 1.2862 | 1.5902 | 1.0165 |
Largest Winning Trade | 902032 | 902032 | 61224 | 156678 | 156678 | 124184 |
Largest Losing Trade | -87611 | -34824 | -87611 | -158759 | -103265 | -158759 |
Avg Bars in Trades | 117 | 87 | 147 | 117 | 87 | 147 |
Avg Bars in Winners | 161 | 157 | 164 | 161 | 157 | 164 |
Avg Bars in Losers | 78 | 45 | 126 | 78 | 45 | 126 |
Bars Traded | 9268 | 3499 | 5769 | 9268 | 3499 | 5769 |
Profit Streak | 11.9527 | 11.9527 | 18.4527 | 11.9527 | 11.9527 | 18.4527 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15600 | 483679 | -129433 | -236326 | -582208 | -122988 |
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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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