Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398523.6952 | 421062.5878 | -22538.8926 | 26856.6986 | -206797.5013 | 233654.1999 |
Total P&L (%) | 398.5237 | 421.0626 | -22.5389 | 26.8567 | -206.7975 | 233.6542 |
Avg Daily Profit (%) | 0.2141 | 0.2262 | -0.0121 | 0.0128 | 0 | 0.0647 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237285 | -197267 | -64064 | -5387275 | -4870127 | -573686 |
Profit Factor | 1.6369 | 1.9672 | 0.8817 | 1.0034 | 0.9678 | 1.1717 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 60 | 63.8298 | 56.25 | 60 | 63.8298 | 56.25 |
Ratio Avg Win / Avg Loss | 1.0912 | 1.1148 | 0.6857 | 0.669 | 0.5484 | 0.9114 |
Largest Winning Trade | 94545 | 94545 | 33888 | 1593944 | 1593944 | 443779 |
Largest Losing Trade | -69600 | -69600 | -39375 | -3216495 | -3216495 | -333252 |
Avg Bars in Trades | 218 | 406 | 34 | 218 | 406 | 34 |
Avg Bars in Winners | 123 | 204 | 32 | 123 | 204 | 32 |
Avg Bars in Losers | 360 | 762 | 35 | 360 | 762 | 35 |
Bars Traded | 20730 | 19089 | 1641 | 20730 | 19089 | 1641 |
Profit Streak | 84.2808 | 87.6975 | 84.2808 | 84.2808 | 87.6975 | 84.2808 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456795 | 478979 | -578917 | -394601 | -577943 | -137903 |
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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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