Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753503.6319 | 582873.5181 | 170630.1139 | 508404.3786 | -529300.3423 | 1037704.7209 |
Total P&L (%) | 753.5036 | 582.8735 | 170.6301 | 508.4044 | -529.3003 | 1037.7047 |
Avg Daily Profit (%) | 0.4162 | 0.322 | 0.0943 | 0.0998 | 0 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89603 | -95936 | -72099 | -1744442 | -1627840 | -1365047 |
Profit Factor | 2.7165 | 3.2226 | 1.9655 | 1.0875 | 0.8442 | 1.4301 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 48.5294 | 44.1176 | 52.9412 | 48.5294 | 44.1176 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.8811 | 4.0819 | 1.7471 | 1.1534 | 1.0693 | 1.2712 |
Largest Winning Trade | 633756 | 633756 | 65924 | 610947 | 606272 | 610947 |
Largest Losing Trade | -41314 | -39214 | -41314 | -746451 | -746451 | -656033 |
Avg Bars in Trades | 75 | 87 | 63 | 75 | 87 | 63 |
Avg Bars in Winners | 92 | 100 | 86 | 92 | 100 | 86 |
Avg Bars in Losers | 60 | 77 | 38 | 60 | 77 | 38 |
Bars Traded | 5158 | 2988 | 2170 | 5158 | 2988 | 2170 |
Profit Streak | 20.2828 | 39.6161 | 0 | 20.2828 | 39.6161 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98726 | 485363 | -63036 | -297387 | -580868 | -11936 |
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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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