Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332345.039 | 354864.61 | -22519.571 | 63258.3167 | 33900.9322 | 29357.3845 |
Total P&L (%) | 332.345 | 354.8646 | -22.5196 | 63.2583 | 33.9009 | 29.3574 |
Avg Daily Profit (%) | 0.1769 | 0.1889 | -0.012 | 0.0261 | 0.0155 | 0.0137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201805 | -53041 | -181500 | -409032 | -134128 | -312481 |
Profit Factor | 1.4732 | 2.7614 | 0.955 | 1.088 | 1.135 | 1.0628 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 54 | 26 | 28 | 32 | 16 | 16 |
Losing Trades | 25 | 13 | 12 | 47 | 23 | 24 |
Profitability (%) | 68.3544 | 66.6667 | 70 | 40.5063 | 41.0256 | 40 |
Ratio Avg Win / Avg Loss | 0.682 | 1.3807 | 0.4093 | 1.5981 | 1.6316 | 1.5942 |
Largest Winning Trade | 84776 | 84776 | 52691 | 301523 | 109964 | 301523 |
Largest Losing Trade | -178039 | -38858 | -178039 | -249068 | -48642 | -249068 |
Avg Bars in Trades | 87 | 93 | 82 | 87 | 93 | 82 |
Avg Bars in Winners | 60 | 67 | 54 | 107 | 116 | 98 |
Avg Bars in Losers | 146 | 146 | 146 | 74 | 78 | 70 |
Bars Traded | 6942 | 3659 | 3283 | 6942 | 3659 | 3283 |
Profit Streak | 124.6385 | 192.3885 | 124.6385 | 124.6385 | 192.3885 | 124.6385 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20335 | 534256 | -577198 | -314608 | -248226 | -330931 |
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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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