Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380689.4589 | 41650.9573 | 339038.5016 | 1235690.5116 | -23102.7679 | 1258793.2795 |
Total P&L (%) | 380.6895 | 41.651 | 339.0385 | 1235.6905 | -23.1028 | 1258.7933 |
Avg Daily Profit (%) | 0.2479 | 0.0271 | 0.2208 | 0.169 | -0.0171 | 0.1701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82760 | -59240 | -71274 | -2100080 | -851383 | -1743963 |
Profit Factor | 2.7348 | 1.3155 | 4.8787 | 1.361 | 0.9836 | 1.6257 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 14 | 11 | 3 | 14 | 11 | 3 |
Profitability (%) | 78.4615 | 66.6667 | 90.625 | 78.4615 | 66.6667 | 90.625 |
Ratio Avg Win / Avg Loss | 0.7507 | 0.6577 | 0.5047 | 0.3736 | 0.4918 | 0.1682 |
Largest Winning Trade | 48950 | 48950 | 38467 | 714121 | 610096 | 714121 |
Largest Losing Trade | -71274 | -33773 | -71274 | -1743963 | -317514 | -1743963 |
Avg Bars in Trades | 40 | 16 | 63 | 40 | 16 | 63 |
Avg Bars in Winners | 23 | 6 | 35 | 23 | 6 | 35 |
Avg Bars in Losers | 101 | 38 | 334 | 101 | 38 | 334 |
Bars Traded | 2603 | 560 | 2043 | 2603 | 560 | 2043 |
Profit Streak | 102.4257 | 102.4257 | 251.9257 | 102.4257 | 102.4257 | 251.9257 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120881 | -157229 | 686192 | -124789 | -577803 | 518967 |
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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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