Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676891.2606 | 508922.1447 | 167969.116 | 228836.618 | 35230.8571 | 193605.7609 |
Total P&L (%) | 676.8913 | 508.9221 | 167.9691 | 228.8366 | 35.2309 | 193.6058 |
Avg Daily Profit (%) | 0.374 | 0.2812 | 0.0928 | 0.0658 | 0.0167 | 0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125015 | -124957 | -70328 | -1206591 | -774575 | -751855 |
Profit Factor | 1.9675 | 2.3391 | 1.5257 | 1.0565 | 1.0187 | 1.0894 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 62 | 36 | 26 | 62 | 36 | 26 |
Profitability (%) | 52.6718 | 45.4545 | 60 | 52.6718 | 45.4545 | 60 |
Ratio Avg Win / Avg Loss | 1.7679 | 2.8069 | 1.0171 | 0.9494 | 1.2225 | 0.7263 |
Largest Winning Trade | 522351 | 522351 | 63140 | 644971 | 644971 | 466217 |
Largest Losing Trade | -55518 | -29756 | -55518 | -592337 | -241251 | -592337 |
Avg Bars in Trades | 53 | 43 | 63 | 53 | 43 | 63 |
Avg Bars in Winners | 71 | 59 | 81 | 71 | 59 | 81 |
Avg Bars in Losers | 32 | 29 | 36 | 32 | 29 | 36 |
Bars Traded | 6962 | 2859 | 4103 | 6962 | 2859 | 4103 |
Profit Streak | 29.6874 | 29.6874 | 50.6874 | 29.6874 | 29.6874 | 50.6874 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538556 | -112499 | -197003 | -263383 | -498832 | -366687 |
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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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