Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781234.1294 | 734396.1757 | 46837.9537 | 382432.1345 | -234648.8716 | 617081.0061 |
Total P&L (%) | 781.2341 | 734.3962 | 46.838 | 382.4321 | -234.6489 | 617.081 |
Avg Daily Profit (%) | 0.4191 | 0.394 | 0.0251 | 0.0845 | 0 | 0.1057 |
Buy And Hold Return (%) | 91.672 | 91.672 | 91.672 | 91.672 | 91.672 | 91.672 |
Max Trade Drawdown | -111488 | -102812 | -51428 | -1288660 | -1430597 | -277858 |
Profit Factor | 2.4333 | 2.9617 | 1.2744 | 1.0783 | 0.941 | 1.6795 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 57.1429 | 57.8947 | 56.4103 | 57.1429 | 57.8947 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.825 | 2.1539 | 0.9848 | 0.8087 | 0.6844 | 1.2978 |
Largest Winning Trade | 309962 | 309962 | 26692 | 796469 | 796469 | 277326 |
Largest Losing Trade | -82053 | -82053 | -51428 | -1174552 | -1174552 | -181154 |
Avg Bars in Trades | 64 | 119 | 10 | 64 | 119 | 10 |
Avg Bars in Winners | 33 | 58 | 8 | 33 | 58 | 8 |
Avg Bars in Losers | 105 | 204 | 11 | 105 | 204 | 11 |
Bars Traded | 4947 | 4556 | 391 | 4947 | 4556 | 391 |
Profit Streak | 133.1036 | 0 | 360.7702 | 133.1036 | 0 | 360.7702 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29958 | 589978 | -324327 | -262844 | -579741 | -47014 |
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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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