Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808062.094 | 785359.8981 | 22702.1959 | -252.9354 | 25010.6071 | -25263.5425 |
Total P&L (%) | 808.0621 | 785.3599 | 22.7022 | -0.2529 | 25.0106 | -25.2635 |
Avg Daily Profit (%) | 0.4336 | 0.4214 | 0.0122 | -0.0001 | 0.012 | -0.0156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291065 | -269764 | -35197 | -806739 | -745742 | -66605 |
Profit Factor | 2.3848 | 2.5828 | 1.2599 | 0.9998 | 1.0255 | 0.7601 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 33 | 8 | 25 | 33 | 8 | 25 |
Losing Trades | 56 | 36 | 20 | 56 | 36 | 20 |
Profitability (%) | 37.0787 | 18.1818 | 55.5556 | 37.0787 | 18.1818 | 55.5556 |
Ratio Avg Win / Avg Loss | 4.047 | 11.6228 | 1.008 | 1.6966 | 4.6149 | 0.6081 |
Largest Winning Trade | 698285 | 698285 | 16008 | 718879 | 718879 | 13927 |
Largest Losing Trade | -68682 | -68682 | -14358 | -559060 | -559060 | -24388 |
Avg Bars in Trades | 81 | 164 | 1 | 81 | 164 | 1 |
Avg Bars in Winners | 153 | 630 | 1 | 153 | 630 | 1 |
Avg Bars in Losers | 39 | 60 | 1 | 39 | 60 | 1 |
Bars Traded | 7280 | 7222 | 58 | 7280 | 7222 | 58 |
Profit Streak | 8.8815 | 0 | 10.8815 | 8.8815 | 0 | 10.8815 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376520 | -45229 | -179651 | -582118 | -431813 | -578619 |
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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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