Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315933.4117 | -4519.8377 | 320453.2494 | 881656.153 | -85400.5322 | 967056.6852 |
Total P&L (%) | 315.9334 | -4.5198 | 320.4532 | 881.6562 | -85.4005 | 967.0567 |
Avg Daily Profit (%) | 0.2066 | -0.003 | 0.2096 | 0.1495 | -0.1258 | 0.1549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132672 | -32090 | -117248 | -1454568 | -215050 | -1387299 |
Profit Factor | 2.6972 | 0.8935 | 3.2297 | 1.4215 | 0.718 | 1.5407 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 24 | 17 | 7 | 24 | 17 | 7 |
Profitability (%) | 61.9048 | 46.875 | 77.4194 | 61.9048 | 46.875 | 77.4194 |
Ratio Avg Win / Avg Loss | 1.6598 | 1.0126 | 0.942 | 0.8748 | 0.8138 | 0.4494 |
Largest Winning Trade | 39319 | 12881 | 39319 | 343628 | 64033 | 343628 |
Largest Losing Trade | -50005 | -8216 | -50005 | -893956 | -49809 | -893956 |
Avg Bars in Trades | 263 | 3 | 531 | 263 | 3 | 531 |
Avg Bars in Winners | 285 | 3 | 462 | 285 | 3 | 462 |
Avg Bars in Losers | 227 | 3 | 770 | 227 | 3 | 770 |
Bars Traded | 16603 | 117 | 16486 | 16603 | 117 | 16486 |
Profit Streak | 191.7357 | 191.7357 | 494.1523 | 191.7357 | 191.7357 | 494.1523 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135247 | -579106 | 576691 | -141996 | -580773 | 448606 |
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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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