Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1278226.3369 | 1189020.3102 | 89206.0267 | 284115.6156 | 2116813.113 | -1832697.4974 |
Total P&L (%) | 1278.2263 | 1189.0203 | 89.206 | 284.1156 | 2116.8131 | -1832.6975 |
Avg Daily Profit (%) | 0.5503 | 0.5119 | 0.0384 | 0.058 | 0.1335 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152354 | -83002 | -195471 | -2252394 | -786186 | -2359880 |
Profit Factor | 2.3884 | 3.9053 | 1.1744 | 1.0375 | 1.7354 | 0.6091 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 52.9412 | 51.6667 | 54.2373 | 52.9412 | 51.6667 | 54.2373 |
Ratio Avg Win / Avg Loss | 2.123 | 3.6533 | 0.9909 | 0.9223 | 1.6235 | 0.514 |
Largest Winning Trade | 989077 | 989077 | 69149 | 2288220 | 2288220 | 269859 |
Largest Losing Trade | -73862 | -48939 | -73862 | -1244502 | -378211 | -1244502 |
Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Winners | 66 | 70 | 62 | 66 | 70 | 62 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 6716 | 3434 | 3282 | 6716 | 3434 | 3282 |
Profit Streak | 58.7889 | 58.7889 | 84.1223 | 58.7889 | 58.7889 | 84.1223 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 638417 | -150290 | -347076 | -294271 | -179088 | -755947 |
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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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