Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512379.2243 | 469360.6761 | 43018.5482 | 255582.0153 | -162435.118 | 418017.1333 |
Total P&L (%) | 512.3792 | 469.3607 | 43.0185 | 255.582 | -162.4351 | 418.0171 |
Avg Daily Profit (%) | 0.3167 | 0.2901 | 0.0266 | 0.0784 | 0 | 0.1017 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218020 | -195383 | -46601 | -2761030 | -2743503 | -172704 |
Profit Factor | 1.8475 | 1.9493 | 1.3904 | 1.0514 | 0.9646 | 2.0805 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Losing Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Profitability (%) | 69.6 | 75.8065 | 63.4921 | 69.6 | 75.8065 | 63.4921 |
Ratio Avg Win / Avg Loss | 0.8069 | 0.6221 | 0.7995 | 0.4592 | 0.3079 | 1.1963 |
Largest Winning Trade | 88743 | 88743 | 14318 | 610611 | 610611 | 194407 |
Largest Losing Trade | -74572 | -74572 | -27265 | -1762562 | -1762562 | -115717 |
Avg Bars in Trades | 134 | 268 | 3 | 134 | 268 | 3 |
Avg Bars in Winners | 65 | 120 | 2 | 65 | 120 | 2 |
Avg Bars in Losers | 292 | 731 | 5 | 292 | 731 | 5 |
Bars Traded | 16834 | 16625 | 209 | 16834 | 16625 | 209 |
Profit Streak | 575.4222 | 613.5888 | 575.4222 | 575.4222 | 613.5888 | 575.4222 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489385 | -140169 | -304411 | -250089 | -730263 | -198418 |
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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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