Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1716955.5497 | 1750336.1967 | -33380.647 | -38614.047 | 302076.4441 | -340690.4911 |
Total P&L (%) | 1716.9556 | 1750.3362 | -33.3806 | -38.614 | 302.0764 | -340.6905 |
Avg Daily Profit (%) | 0.7439 | 0.7584 | -0.0145 | -0.0211 | 0.0603 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301787 | -221875 | -125879 | -1079076 | -652696 | -579906 |
Profit Factor | 3.7827 | 5.7697 | 0.8665 | 0.9734 | 1.4063 | 0.5203 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 51.6129 | 45.1613 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.5463 | 7.006 | 0.6258 | 0.9126 | 1.7077 | 0.3758 |
Largest Winning Trade | 1794769 | 1794769 | 38398 | 449119 | 449119 | 173273 |
Largest Losing Trade | -60316 | -60316 | -58354 | -425062 | -283311 | -425062 |
Avg Bars in Trades | 69 | 109 | 29 | 69 | 109 | 29 |
Avg Bars in Winners | 89 | 165 | 29 | 89 | 165 | 29 |
Avg Bars in Losers | 47 | 62 | 28 | 47 | 62 | 28 |
Bars Traded | 4286 | 3385 | 901 | 4286 | 3385 | 901 |
Profit Streak | 425.7679 | 425.7679 | 486.7679 | 425.7679 | 425.7679 | 486.7679 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137289 | 741129 | -578123 | -737655 | -111135 | -578123 |
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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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