Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631728.8246 | 489264.8202 | 142464.0043 | 2238398.505 | 2279979.4182 | -41580.9131 |
Total P&L (%) | 631.7288 | 489.2648 | 142.464 | 2238.3985 | 2279.9794 | -41.5809 |
Avg Daily Profit (%) | 0.2525 | 0.1956 | 0.0569 | 0.1261 | 0.1268 | -0.0215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127529 | -140786 | -69921 | -4691158 | -4403723 | -3175364 |
Profit Factor | 2.4961 | 2.7421 | 2.0075 | 1.1886 | 1.3154 | 0.991 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 65.625 | 62.5 | 68.75 | 65.625 | 62.5 | 68.75 |
Ratio Avg Win / Avg Loss | 1.3075 | 1.6453 | 0.9125 | 0.6226 | 0.7893 | 0.4505 |
Largest Winning Trade | 180529 | 180529 | 56312 | 2448229 | 2448229 | 1765621 |
Largest Losing Trade | -49889 | -49889 | -49464 | -2742196 | -2394030 | -2742196 |
Avg Bars in Trades | 114 | 191 | 36 | 114 | 191 | 36 |
Avg Bars in Winners | 101 | 168 | 39 | 101 | 168 | 39 |
Avg Bars in Losers | 139 | 230 | 30 | 139 | 230 | 30 |
Bars Traded | 7309 | 6137 | 1172 | 7309 | 6137 | 1172 |
Profit Streak | 59.6283 | 59.6283 | 688.295 | 59.6283 | 59.6283 | 688.295 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127946 | 538701 | -112061 | -179118 | -22685 | -577000 |
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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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