Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1044930.7293 | 929812.6498 | 115118.0795 | 484245.8938 | -723722.7294 | 1207968.6232 |
Total P&L (%) | 1044.9307 | 929.8127 | 115.1181 | 484.2459 | -723.7227 | 1207.9686 |
Avg Daily Profit (%) | 0.438 | 0.3898 | 0.0483 | 0.074 | 0 | 0.1078 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197452 | -131802 | -110434 | -8363236 | -5633177 | -5883705 |
Profit Factor | 2.6558 | 4.0294 | 1.3551 | 1.0271 | 0.9175 | 1.1326 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 44.7761 | 41.1765 | 48.4848 | 44.7761 | 41.1765 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.2755 | 5.7563 | 1.4398 | 1.2667 | 1.3107 | 1.2034 |
Largest Winning Trade | 711045 | 711045 | 59508 | 3514077 | 3514077 | 2501994 |
Largest Losing Trade | -48635 | -30741 | -48635 | -3407523 | -2097819 | -3407523 |
Avg Bars in Trades | 68 | 54 | 83 | 68 | 54 | 83 |
Avg Bars in Winners | 110 | 85 | 133 | 110 | 85 | 133 |
Avg Bars in Losers | 34 | 32 | 36 | 34 | 32 | 36 |
Bars Traded | 4605 | 1852 | 2753 | 4605 | 1852 | 2753 |
Profit Streak | 19.4657 | 32.4657 | 19.4657 | 19.4657 | 32.4657 | 19.4657 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106699 | 514477 | -128099 | -406685 | -581563 | -123326 |
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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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