Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 311702.0311 | 18520.7057 | 293181.3255 | 691204.3989 | -51845.5874 | 743049.9862 |
Total P&L (%) | 311.702 | 18.5207 | 293.1813 | 691.2044 | -51.8456 | 743.05 |
Avg Daily Profit (%) | 0.2039 | 0.0121 | 0.1918 | 0.1354 | -0.0478 | 0.1396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48048 | -52231 | -32058 | -502467 | -240587 | -347325 |
Profit Factor | 2.2528 | 1.1263 | 3.8705 | 1.6797 | 0.8838 | 2.3024 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 55.1724 | 41.3793 | 68.9655 | 55.1724 | 41.3793 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.8304 | 1.5956 | 1.7417 | 1.3648 | 1.2521 | 1.0361 |
Largest Winning Trade | 88594 | 88594 | 59734 | 339208 | 161981 | 339208 |
Largest Losing Trade | -24428 | -22111 | -24428 | -243983 | -110364 | -243983 |
Avg Bars in Trades | 48 | 31 | 66 | 48 | 31 | 66 |
Avg Bars in Winners | 73 | 56 | 84 | 73 | 56 | 84 |
Avg Bars in Losers | 17 | 12 | 27 | 17 | 12 | 27 |
Bars Traded | 2832 | 899 | 1933 | 2832 | 899 | 1933 |
Profit Streak | 42.8504 | 42.8504 | 46.8504 | 42.8504 | 42.8504 | 46.8504 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165899 | -267896 | 629277 | -187609 | -581966 | -60 |
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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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