Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537520.6897 | 1672574.4646 | -135053.7749 | -98537.5446 | -40764.3586 | -57773.186 |
Total P&L (%) | 1537.5207 | 1672.5745 | -135.0538 | -98.5375 | -40.7644 | -57.7732 |
Avg Daily Profit (%) | 0.6494 | 0.7064 | -0.057 | -0.1783 | -0.0221 | -0.0364 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288307 | -180140 | -253526 | -91218 | -34030 | -64402 |
Profit Factor | 2.5973 | 4.2652 | 0.7001 | 0.4628 | 0.5455 | 0.3835 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 45.5446 | 40 | 50.9804 | 45.5446 | 40 | 50.9804 |
Ratio Avg Win / Avg Loss | 3.1055 | 6.3979 | 0.6732 | 0.5533 | 0.8183 | 0.3688 |
Largest Winning Trade | 1909557 | 1909557 | 36323 | 20287 | 20287 | 11024 |
Largest Losing Trade | -76010 | -43761 | -76010 | -27680 | -27680 | -21987 |
Avg Bars in Trades | 67 | 107 | 28 | 67 | 107 | 28 |
Avg Bars in Winners | 56 | 91 | 28 | 56 | 91 | 28 |
Avg Bars in Losers | 77 | 117 | 28 | 77 | 117 | 28 |
Bars Traded | 6826 | 5357 | 1469 | 6826 | 5357 | 1469 |
Profit Streak | 18.5909 | 18.5909 | 234.9242 | 18.5909 | 18.5909 | 234.9242 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 606282 | -163760 | -759026 | -580768 | -764160 | -759026 |
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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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