Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307480.3667 | 72999.2954 | 234481.0714 | 381331.79 | 131579.5986 | 249752.1914 |
Total P&L (%) | 307.4804 | 72.9993 | 234.4811 | 381.3318 | 131.5796 | 249.7522 |
Avg Daily Profit (%) | 0.2017 | 0.0479 | 0.1538 | 0.1031 | 0.0551 | 0.0822 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101533 | -34457 | -96528 | -1039843 | -238817 | -910665 |
Profit Factor | 1.9489 | 1.7518 | 2.0332 | 1.1675 | 1.2545 | 1.1419 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 61.9048 | 68.75 | 54.8387 | 61.9048 | 68.75 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.1993 | 0.7963 | 1.6744 | 0.7184 | 0.5702 | 0.9404 |
Largest Winning Trade | 71619 | 58841 | 71619 | 354778 | 70117 | 354778 |
Largest Losing Trade | -48358 | -21487 | -48358 | -361397 | -132077 | -361397 |
Avg Bars in Trades | 90 | 7 | 176 | 90 | 7 | 176 |
Avg Bars in Winners | 109 | 5 | 244 | 109 | 5 | 244 |
Avg Bars in Losers | 60 | 13 | 93 | 60 | 13 | 93 |
Bars Traded | 5709 | 248 | 5461 | 5709 | 248 | 5461 |
Profit Streak | 131.1474 | 131.1474 | 135.8974 | 131.1474 | 131.1474 | 135.8974 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137846 | -124771 | 454985 | -241348 | -117554 | -147812 |
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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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