Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575676.7733 | 421295.8001 | 154380.9732 | 577573.7839 | 1128319.0133 | -550745.2294 |
Total P&L (%) | 575.6768 | 421.2958 | 154.381 | 577.5738 | 1128.319 | -550.7452 |
Avg Daily Profit (%) | 0.324 | 0.2371 | 0.0869 | 0.1077 | 0.1412 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96011 | -72363 | -109671 | -2529657 | -1594447 | -1977929 |
Profit Factor | 2.1488 | 2.9317 | 1.5455 | 1.0779 | 1.4055 | 0.881 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 61.3333 | 62.1622 | 60.5263 | 61.3333 | 62.1622 | 60.5263 |
Ratio Avg Win / Avg Loss | 1.3547 | 1.7845 | 1.0079 | 0.6796 | 0.8555 | 0.5746 |
Largest Winning Trade | 137789 | 137789 | 60673 | 981021 | 872350 | 981021 |
Largest Losing Trade | -81767 | -40897 | -81767 | -1689601 | -620458 | -1689601 |
Avg Bars in Trades | 68 | 55 | 80 | 68 | 55 | 80 |
Avg Bars in Winners | 68 | 56 | 81 | 68 | 56 | 81 |
Avg Bars in Losers | 67 | 53 | 80 | 67 | 53 | 80 |
Bars Traded | 5113 | 2036 | 3077 | 5113 | 2036 | 3077 |
Profit Streak | 61.2411 | 104.9078 | 61.2411 | 61.2411 | 104.9078 | 61.2411 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46008 | 578747 | -73033 | -243305 | -2455 | -578424 |
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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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