Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745965.6674 | 600940.408 | 145025.2595 | 842487.38 | -174048.1737 | 1016535.5537 |
Total P&L (%) | 745.9657 | 600.9404 | 145.0253 | 842.4874 | -174.0482 | 1016.5356 |
Avg Daily Profit (%) | 0.3843 | 0.3096 | 0.0747 | 0.1156 | 0 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102674 | -139157 | -32298 | -1543986 | -2132238 | -327036 |
Profit Factor | 2.6409 | 2.7534 | 2.2961 | 1.1877 | 0.9531 | 2.3142 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 59.0164 | 51.6129 | 66.6667 | 59.0164 | 51.6129 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.8339 | 2.5813 | 1.148 | 0.8248 | 0.8936 | 1.1571 |
Largest Winning Trade | 441726 | 441726 | 29866 | 1561927 | 1561927 | 294716 |
Largest Losing Trade | -57901 | -57901 | -28683 | -1114931 | -1114931 | -292917 |
Avg Bars in Trades | 120 | 147 | 93 | 120 | 147 | 93 |
Avg Bars in Winners | 105 | 103 | 107 | 105 | 103 | 107 |
Avg Bars in Losers | 142 | 194 | 64 | 142 | 194 | 64 |
Bars Traded | 7371 | 4571 | 2800 | 7371 | 4571 | 2800 |
Profit Streak | 39.87 | 141.62 | 0 | 39.87 | 141.62 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149633 | 552916 | -87823 | -218202 | -579647 | -21155 |
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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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