Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663295.3393 | 573046.6969 | 90248.6424 | 348776.3379 | -410916.93 | 759693.268 |
Total P&L (%) | 663.2953 | 573.0467 | 90.2486 | 348.7763 | -410.9169 | 759.6933 |
Avg Daily Profit (%) | 0.4141 | 0.3578 | 0.0563 | 0.0938 | 0 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155145 | -184952 | -22826 | -1011776 | -1228597 | -71344 |
Profit Factor | 2.5422 | 2.5422 | 2.5426 | 1.1252 | 0.8379 | 4.023 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 49.4253 | 41.8605 | 56.8182 | 49.4253 | 41.8605 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.6013 | 3.5308 | 1.9323 | 1.1514 | 1.1637 | 3.0575 |
Largest Winning Trade | 504934 | 504934 | 16296 | 529003 | 529003 | 102641 |
Largest Losing Trade | -41119 | -41119 | -9413 | -462723 | -462723 | -48319 |
Avg Bars in Trades | 65 | 127 | 3 | 65 | 127 | 3 |
Avg Bars in Winners | 70 | 163 | 4 | 70 | 163 | 4 |
Avg Bars in Losers | 59 | 101 | 3 | 59 | 101 | 3 |
Bars Traded | 5662 | 5488 | 174 | 5662 | 5488 | 174 |
Profit Streak | 203.6411 | 204.3911 | 203.6411 | 203.6411 | 204.3911 | 203.6411 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579927 | 435399 | -110637 | -149191 | -581249 | -3906 |
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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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