Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 975941.1952 | 902706.9845 | 73234.2107 | 180806.7989 | 277111.1761 | -96304.3773 |
Total P&L (%) | 975.9412 | 902.707 | 73.2342 | 180.8068 | 277.1112 | -96.3044 |
Avg Daily Profit (%) | 0.5259 | 0.4864 | 0.0395 | 0.0557 | 0.0716 | -0.1776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134736 | -93266 | -82242 | -715040 | -532763 | -432668 |
Profit Factor | 2.9542 | 4.8503 | 1.2764 | 1.0917 | 1.2943 | 0.9066 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 44.4444 | 40.625 | 48.3871 | 44.4444 | 40.625 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.6928 | 7.0889 | 1.3615 | 1.3646 | 1.8917 | 0.967 |
Largest Winning Trade | 926791 | 926791 | 54525 | 776865 | 776865 | 178443 |
Largest Losing Trade | -53942 | -53942 | -46040 | -290741 | -290741 | -282967 |
Avg Bars in Trades | 172 | 143 | 202 | 172 | 143 | 202 |
Avg Bars in Winners | 268 | 186 | 338 | 268 | 186 | 338 |
Avg Bars in Losers | 95 | 113 | 74 | 95 | 113 | 74 |
Bars Traded | 10854 | 4582 | 6272 | 10854 | 4582 | 6272 |
Profit Streak | 26.9822 | 39.6489 | 26.9822 | 26.9822 | 39.6489 | 26.9822 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135433 | 573153 | -139903 | -390184 | -98495 | -580430 |
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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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