Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270695.8604 | 3591.8129 | 267104.0475 | 136695.0504 | -725816.1788 | 862511.2292 |
Total P&L (%) | 270.6959 | 3.5918 | 267.104 | 136.6951 | -725.8162 | 862.5112 |
Avg Daily Profit (%) | 0.1776 | 0.0024 | 0.1752 | 0.0565 | 0 | 0.1486 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131487 | -123479 | -71157 | -838104 | -912958 | -348261 |
Profit Factor | 1.3672 | 1.0072 | 2.1201 | 1.0386 | 0.715 | 1.8659 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 64.7059 | 61.7647 | 67.6471 | 64.7059 | 61.7647 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.7457 | 0.6235 | 1.014 | 0.5665 | 0.4426 | 0.8924 |
Largest Winning Trade | 34656 | 34656 | 25623 | 102792 | 101527 | 102792 |
Largest Losing Trade | -50804 | -50804 | -31926 | -339216 | -339216 | -126623 |
Avg Bars in Trades | 21 | 26 | 17 | 21 | 26 | 17 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 36 | 46 | 24 | 36 | 46 | 24 |
Bars Traded | 2964 | 1803 | 1161 | 2964 | 1803 | 1161 |
Profit Streak | 49.4653 | 49.4653 | 65.4653 | 49.4653 | 49.4653 | 65.4653 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372676 | -676101 | -94900 | -293085 | -687165 | -98665 |
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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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