Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724154.1864 | 544281.2234 | 179872.963 | 570907.4196 | -341445.0976 | 912352.5173 |
Total P&L (%) | 724.1542 | 544.2812 | 179.873 | 570.9074 | -341.4451 | 912.3525 |
Avg Daily Profit (%) | 0.3989 | 0.2998 | 0.0991 | 0.1049 | 0 | 0.1276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122371 | -75059 | -61890 | -2209295 | -1145178 | -1383947 |
Profit Factor | 2.8184 | 3.3523 | 2.0779 | 1.0946 | 0.898 | 1.3397 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 50.7937 | 45.1613 | 56.25 | 50.7937 | 45.1613 | 56.25 |
Ratio Avg Win / Avg Loss | 2.7303 | 4.0707 | 1.6162 | 1.0604 | 1.0905 | 1.042 |
Largest Winning Trade | 598306 | 598306 | 68926 | 878607 | 878607 | 778780 |
Largest Losing Trade | -48008 | -36409 | -48008 | -1012813 | -565098 | -1012813 |
Avg Bars in Trades | 164 | 161 | 168 | 164 | 161 | 168 |
Avg Bars in Winners | 207 | 194 | 218 | 207 | 194 | 218 |
Avg Bars in Losers | 120 | 134 | 104 | 120 | 134 | 104 |
Bars Traded | 10390 | 5003 | 5387 | 10390 | 5003 | 5387 |
Profit Streak | 48.4934 | 48.4934 | 78.8267 | 48.4934 | 48.4934 | 78.8267 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134362 | 501873 | -55013 | -318467 | -580471 | -20206 |
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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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