Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353289.0246 | 1331631.9093 | 21657.1153 | -31678.6892 | 4585.24 | -36263.9292 |
Total P&L (%) | 1353.289 | 1331.6319 | 21.6571 | -31.6787 | 4.5852 | -36.2639 |
Avg Daily Profit (%) | 0.5737 | 0.5645 | 0.0092 | -0.0161 | 0.0019 | -0.0191 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151483 | -45327 | -191253 | -110172 | -32959 | -115049 |
Profit Factor | 3.3109 | 7.8645 | 1.0553 | 0.8928 | 1.0492 | 0.8207 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50.7937 | 46.875 | 54.8387 | 50.7937 | 46.875 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.2074 | 8.9131 | 0.8691 | 0.8649 | 1.1891 | 0.6759 |
Largest Winning Trade | 1332124 | 1332124 | 62000 | 42078 | 42078 | 28568 |
Largest Losing Trade | -90365 | -24491 | -90365 | -56875 | -16215 | -56875 |
Avg Bars in Trades | 68 | 55 | 82 | 68 | 55 | 82 |
Avg Bars in Winners | 90 | 64 | 112 | 90 | 64 | 112 |
Avg Bars in Losers | 47 | 47 | 46 | 47 | 47 | 46 |
Bars Traded | 4343 | 1776 | 2567 | 4343 | 1776 | 2567 |
Profit Streak | 53.335 | 53.335 | 73.835 | 53.335 | 53.335 | 73.835 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132350 | 683876 | -346567 | -730689 | -523176 | -579632 |
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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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