Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454390.0507 | 147287.3762 | 307102.6745 | 4901839.5617 | 917100.7386 | 3984738.8231 |
Total P&L (%) | 454.3901 | 147.2874 | 307.1027 | 4901.8396 | 917.1007 | 3984.7388 |
Avg Daily Profit (%) | 0.2368 | 0.0768 | 0.16 | 0.2041 | 0.1209 | 0.1935 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51863 | -29350 | -52397 | -1812673 | -1016943 | -1829587 |
Profit Factor | 5.2573 | 3.7108 | 6.861 | 2.3934 | 1.5432 | 3.1779 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 9 | 7 | 2 | 9 | 7 | 2 |
Profitability (%) | 85.7143 | 78.125 | 93.5484 | 85.7143 | 78.125 | 93.5484 |
Ratio Avg Win / Avg Loss | 0.8762 | 1.039 | 0.4732 | 0.3989 | 0.4321 | 0.2192 |
Largest Winning Trade | 59137 | 59137 | 43635 | 880377 | 749764 | 880377 |
Largest Losing Trade | -31973 | -13098 | -31973 | -1017296 | -510932 | -1017296 |
Avg Bars in Trades | 46 | 11 | 82 | 46 | 11 | 82 |
Avg Bars in Winners | 31 | 5 | 53 | 31 | 5 | 53 |
Avg Bars in Losers | 137 | 33 | 500 | 137 | 33 | 500 |
Bars Traded | 2926 | 363 | 2563 | 2926 | 363 | 2563 |
Profit Streak | 171.2833 | 171.2833 | 513.7833 | 171.2833 | 171.2833 | 513.7833 |
Trades During Streak | 4 | 2 | 16 | 4 | 2 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132031 | -79872 | 710074 | -135318 | -26366 | 647000 |
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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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