Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508590.8129 | 553120.0836 | -44529.2707 | -98193.5032 | -357933.6892 | 259740.186 |
Total P&L (%) | 508.5908 | 553.1201 | -44.5293 | -98.1935 | -357.9337 | 259.7402 |
Avg Daily Profit (%) | 0.3421 | 0.3721 | -0.03 | -0.2697 | 0 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269214 | -178544 | -188081 | -1036508 | -1149536 | -150506 |
Profit Factor | 1.6257 | 2.1235 | 0.8611 | 0.9443 | 0.7565 | 1.8893 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 50 | 45.2381 | 54.7619 | 50 | 45.2381 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.6257 | 2.5705 | 0.7113 | 0.9443 | 0.9158 | 1.5608 |
Largest Winning Trade | 648928 | 648928 | 36032 | 747030 | 747030 | 175424 |
Largest Losing Trade | -91908 | -70992 | -91908 | -563896 | -563896 | -99108 |
Avg Bars in Trades | 68 | 94 | 42 | 68 | 94 | 42 |
Avg Bars in Winners | 60 | 79 | 45 | 60 | 79 | 45 |
Avg Bars in Losers | 76 | 108 | 38 | 76 | 108 | 38 |
Bars Traded | 5755 | 3985 | 1769 | 5755 | 3985 | 1769 |
Profit Streak | 81.7743 | 81.7743 | 82.7743 | 81.7743 | 81.7743 | 82.7743 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504480 | 457233 | -578751 | -579095 | -581624 | -72313 |
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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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