Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747376.649 | 566271.3551 | 181105.2939 | 338765.1931 | -893912.7076 | 1232677.9007 |
Total P&L (%) | 747.3766 | 566.2714 | 181.1053 | 338.7652 | -893.9127 | 1232.6779 |
Avg Daily Profit (%) | 0.4134 | 0.3132 | 0.1002 | 0.0818 | 0 | 0.1433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134936 | -146841 | -87367 | -2047131 | -2181928 | -938239 |
Profit Factor | 2.5725 | 3.0283 | 1.9236 | 1.073 | 0.6942 | 1.7175 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 56.7164 | 45.4545 | 67.6471 | 56.7164 | 45.4545 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.9633 | 3.6339 | 0.92 | 0.8189 | 0.8331 | 0.8214 |
Largest Winning Trade | 616872 | 616872 | 64230 | 598205 | 598205 | 531563 |
Largest Losing Trade | -64804 | -37145 | -64804 | -685909 | -621727 | -685909 |
Avg Bars in Trades | 77 | 98 | 56 | 77 | 98 | 56 |
Avg Bars in Winners | 82 | 114 | 61 | 82 | 114 | 61 |
Avg Bars in Losers | 70 | 85 | 45 | 70 | 85 | 45 |
Bars Traded | 5184 | 3263 | 1921 | 5184 | 3263 | 1921 |
Profit Streak | 106.7669 | 106.7669 | 321.1002 | 106.7669 | 106.7669 | 321.1002 |
Trades During Streak | 5 | 2 | 7 | 5 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103932 | 502392 | -54674 | -344313 | -581612 | 104699 |
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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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