Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536599.3587 | 456160.236 | 80439.1227 | 280986.0594 | 259550.0001 | 21436.0593 |
Total P&L (%) | 536.5994 | 456.1602 | 80.4391 | 280.9861 | 259.55 | 21.4361 |
Avg Daily Profit (%) | 0.2258 | 0.192 | 0.0339 | 0.0563 | 0.0539 | 0.0082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133069 | -126368 | -34862 | -2751932 | -2804338 | -390292 |
Profit Factor | 2.0997 | 2.0916 | 2.1483 | 1.0623 | 1.067 | 1.0338 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 73.913 | 73.5294 | 74.2857 | 73.913 | 73.5294 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.7411 | 0.753 | 0.7436 | 0.3749 | 0.3841 | 0.3579 |
Largest Winning Trade | 108962 | 108962 | 22227 | 986660 | 986660 | 161109 |
Largest Losing Trade | -75697 | -75697 | -34862 | -2021639 | -2021639 | -390292 |
Avg Bars in Trades | 58 | 115 | 2 | 58 | 115 | 2 |
Avg Bars in Winners | 26 | 51 | 2 | 26 | 51 | 2 |
Avg Bars in Losers | 149 | 294 | 4 | 149 | 294 | 4 |
Bars Traded | 4031 | 3941 | 90 | 4031 | 3941 | 90 |
Profit Streak | 307.3871 | 0 | 656.8871 | 307.3871 | 0 | 656.8871 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92838 | 424248 | -141609 | -373710 | -266489 | -368106 |
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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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