Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344928.2057 | 38733.8705 | 306194.3352 | -501045.3809 | 74552.939 | -575598.32 |
Total P&L (%) | 344.9282 | 38.7339 | 306.1943 | -501.0454 | 74.5529 | -575.5983 |
Avg Daily Profit (%) | 0.2251 | 0.0253 | 0.1998 | 0 | 0.0364 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109213 | -18183 | -109213 | -1388212 | -43952 | -1354931 |
Profit Factor | 2.3929 | 1.6434 | 2.6336 | 0.732 | 1.3704 | 0.655 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 48 | 20 | 28 | 35 | 18 | 17 |
Losing Trades | 19 | 14 | 5 | 32 | 16 | 16 |
Profitability (%) | 71.6418 | 58.8235 | 84.8485 | 52.2388 | 52.9412 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.9472 | 1.1504 | 0.4703 | 0.6693 | 1.2181 | 0.6165 |
Largest Winning Trade | 49967 | 12308 | 49967 | 185439 | 55162 | 185439 |
Largest Losing Trade | -109213 | -16700 | -109213 | -1078114 | -43952 | -1078114 |
Avg Bars in Trades | 232 | 15 | 455 | 232 | 15 | 455 |
Avg Bars in Winners | 182 | 17 | 299 | 196 | 15 | 389 |
Avg Bars in Losers | 359 | 13 | 1326 | 270 | 16 | 525 |
Bars Traded | 15565 | 538 | 15027 | 15565 | 538 | 15027 |
Profit Streak | 123.8729 | 123.8729 | 286.6229 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107619 | -157473 | 562847 | -701487 | -143181 | -580606 |
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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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