Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539932.2229 | 545725.8892 | -5793.6664 | -4550.3271 | -50120.0993 | 45569.7722 |
Total P&L (%) | 539.9322 | 545.7259 | -5.7937 | -4.5503 | -50.1201 | 45.5698 |
Avg Daily Profit (%) | 0.2483 | 0.2509 | -0.0027 | -0.0021 | -0.032 | 0.0173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192733 | -185633 | -15596 | -1161042 | -1146186 | -40174 |
Profit Factor | 2.2785 | 2.4489 | 0.8731 | 0.9976 | 0.9723 | 1.3687 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 44.3038 | 41.0256 | 47.5 | 44.3038 | 41.0256 | 47.5 |
Ratio Avg Win / Avg Loss | 2.8645 | 3.5202 | 0.965 | 1.2542 | 1.3977 | 1.5128 |
Largest Winning Trade | 585114 | 585114 | 5039 | 576246 | 576246 | 45979 |
Largest Losing Trade | -63165 | -63165 | -5893 | -780027 | -780027 | -28509 |
Avg Bars in Trades | 148 | 297 | 3 | 148 | 297 | 3 |
Avg Bars in Winners | 219 | 477 | 3 | 219 | 477 | 3 |
Avg Bars in Losers | 92 | 173 | 4 | 92 | 173 | 4 |
Bars Traded | 11765 | 11617 | 148 | 11765 | 11617 | 148 |
Profit Streak | 71.6251 | 0 | 106.2917 | 71.6251 | 0 | 106.2917 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20146 | 348128 | -580882 | -612046 | -582580 | -169999 |
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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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