Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381056.4343 | 130401.9093 | 250654.525 | 838118.2653 | -596212.064 | 1434330.3293 |
Total P&L (%) | 381.0564 | 130.4019 | 250.6545 | 838.1183 | -596.2121 | 1434.3303 |
Avg Daily Profit (%) | 0.2506 | 0.0858 | 0.1649 | 0.1473 | 0 | 0.1798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71596 | -93185 | -36522 | -1315257 | -1831589 | -516888 |
Profit Factor | 1.7707 | 1.4217 | 2.3533 | 1.1843 | 0.7997 | 1.9124 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 60 | 25 | 35 | 60 | 25 | 35 |
Losing Trades | 34 | 22 | 12 | 34 | 22 | 12 |
Profitability (%) | 63.8298 | 53.1915 | 74.4681 | 63.8298 | 53.1915 | 74.4681 |
Ratio Avg Win / Avg Loss | 1.0034 | 1.2511 | 0.8069 | 0.6711 | 0.7037 | 0.6557 |
Largest Winning Trade | 70845 | 70845 | 38876 | 476768 | 476768 | 457375 |
Largest Losing Trade | -33502 | -28825 | -33502 | -550228 | -550228 | -305571 |
Avg Bars in Trades | 32 | 32 | 32 | 32 | 32 | 32 |
Avg Bars in Winners | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Losers | 33 | 35 | 29 | 33 | 35 | 29 |
Bars Traded | 3028 | 1516 | 1512 | 3028 | 1516 | 1512 |
Profit Streak | 58.5017 | 58.5017 | 76.5017 | 58.5017 | 58.5017 | 76.5017 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504642 | -76572 | 476727 | -11697 | -579722 | 465680 |
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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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