Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427837.5766 | 174673.5749 | 253164.0017 | 960689.6795 | -10993.8944 | 971683.5739 |
Total P&L (%) | 427.8376 | 174.6736 | 253.164 | 960.6897 | -10.9939 | 971.6836 |
Avg Daily Profit (%) | 0.2451 | 0.1001 | 0.145 | 0.1354 | -0.0067 | 0.136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50769 | -104617 | -24514 | -652715 | -704885 | -245834 |
Profit Factor | 2.3786 | 1.6869 | 5.5162 | 1.5359 | 0.9925 | 3.9273 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 57.8947 | 46.4286 | 68.9655 | 57.8947 | 46.4286 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.7299 | 1.9465 | 2.4823 | 1.1171 | 1.1452 | 1.7673 |
Largest Winning Trade | 140228 | 140228 | 55668 | 380723 | 380723 | 358764 |
Largest Losing Trade | -47737 | -47737 | -18074 | -437434 | -437434 | -162604 |
Avg Bars in Trades | 86 | 109 | 65 | 86 | 109 | 65 |
Avg Bars in Winners | 89 | 120 | 70 | 89 | 120 | 70 |
Avg Bars in Losers | 82 | 100 | 54 | 82 | 100 | 54 |
Bars Traded | 4954 | 3063 | 1891 | 4954 | 3063 | 1891 |
Profit Streak | 120.6278 | 120.6278 | 313.9612 | 120.6278 | 120.6278 | 313.9612 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164587 | -78074 | 450845 | -187496 | -600990 | -309 |
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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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