Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547610.7865 | 349104.9021 | 198505.8844 | 351083.3522 | -137903.4736 | 488986.8258 |
Total P&L (%) | 547.6108 | 349.1049 | 198.5059 | 351.0834 | -137.9035 | 488.9868 |
Avg Daily Profit (%) | 0.329 | 0.2097 | 0.1192 | 0.0905 | 0 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140136 | -146695 | -46342 | -1019387 | -890928 | -239227 |
Profit Factor | 2.1285 | 2.1467 | 2.0979 | 1.1586 | 0.9102 | 1.7209 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50.7246 | 45.7143 | 55.8824 | 50.7246 | 45.7143 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.0677 | 2.5492 | 1.6562 | 1.1255 | 1.0808 | 1.3586 |
Largest Winning Trade | 419655 | 419655 | 65519 | 701037 | 701037 | 281680 |
Largest Losing Trade | -38074 | -38074 | -36861 | -365814 | -365814 | -155945 |
Avg Bars in Trades | 137 | 143 | 131 | 137 | 143 | 131 |
Avg Bars in Winners | 161 | 167 | 156 | 161 | 167 | 156 |
Avg Bars in Losers | 111 | 122 | 98 | 111 | 122 | 98 |
Bars Traded | 9465 | 5010 | 4455 | 9465 | 5010 | 4455 |
Profit Streak | 112.5333 | 112.5333 | 117.2 | 112.5333 | 112.5333 | 117.2 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91328 | 398482 | -28119 | -222668 | -579829 | -46848 |
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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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