Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649402.2047 | 501888.3301 | 147513.8746 | 946122.1834 | -724933.6068 | 1671055.7902 |
Total P&L (%) | 649.4022 | 501.8883 | 147.5139 | 946.1222 | -724.9336 | 1671.0558 |
Avg Daily Profit (%) | 0.3668 | 0.2835 | 0.0833 | 0.1327 | 0 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169068 | -149296 | -35101 | -5187959 | -4843592 | -797096 |
Profit Factor | 2.3215 | 2.3436 | 2.2517 | 1.0947 | 0.9149 | 2.1334 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 67.1642 | 66.6667 | 67.6471 | 67.1642 | 66.6667 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.135 | 1.1718 | 1.0769 | 0.5352 | 0.4574 | 1.0203 |
Largest Winning Trade | 122748 | 122748 | 26051 | 2023837 | 2023837 | 656797 |
Largest Losing Trade | -73514 | -73514 | -21809 | -2776486 | -2776486 | -578936 |
Avg Bars in Trades | 155 | 292 | 23 | 155 | 292 | 23 |
Avg Bars in Winners | 76 | 131 | 24 | 76 | 131 | 24 |
Avg Bars in Losers | 318 | 614 | 22 | 318 | 614 | 22 |
Bars Traded | 10443 | 9646 | 797 | 10443 | 9646 | 797 |
Profit Streak | 7.2473 | 0 | 308.414 | 7.2473 | 0 | 308.414 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105320 | 512612 | -74614 | -251593 | -578642 | 524851 |
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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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