Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686087.9255 | 522404.8253 | 163683.1002 | 183041.1518 | -4240.9625 | 187282.1144 |
Total P&L (%) | 686.0879 | 522.4048 | 163.6831 | 183.0412 | -4.241 | 187.2821 |
Avg Daily Profit (%) | 0.3776 | 0.2875 | 0.0901 | 0.0573 | -0.0024 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124201 | -84406 | -77168 | -1281081 | -459740 | -920733 |
Profit Factor | 2.6254 | 3.5696 | 1.7481 | 1.0762 | 0.9946 | 1.116 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50 | 44.1176 | 55.8824 | 50 | 44.1176 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.6254 | 4.5215 | 1.3801 | 1.0762 | 1.2599 | 0.881 |
Largest Winning Trade | 588517 | 588517 | 70057 | 587288 | 443938 | 587288 |
Largest Losing Trade | -71900 | -42054 | -71900 | -722237 | -278235 | -722237 |
Avg Bars in Trades | 156 | 121 | 191 | 156 | 121 | 191 |
Avg Bars in Winners | 214 | 146 | 268 | 214 | 146 | 268 |
Avg Bars in Losers | 97 | 101 | 93 | 97 | 101 | 93 |
Bars Traded | 10619 | 4117 | 6502 | 10619 | 4117 | 6502 |
Profit Streak | 51.5102 | 51.5102 | 77.8435 | 51.5102 | 51.5102 | 77.8435 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97524 | 496475 | -68770 | -365262 | -580852 | -208229 |
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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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