Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685591.5238 | 381100.754 | 304490.7697 | 12992116.2908 | -2903733.691 | 15895849.9818 |
Total P&L (%) | 685.5915 | 381.1008 | 304.4908 | 12992.1163 | -2903.7337 | 15895.85 |
Avg Daily Profit (%) | 0.3598 | 0.2 | 0.1598 | 0.2561 | 0 | 0.2667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58531 | -54819 | -21199 | -10947691 | -12122574 | -2945452 |
Profit Factor | 2.9911 | 2.6007 | 3.8659 | 1.4529 | 0.8609 | 3.0335 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 68.6747 | 59.5238 | 78.0488 | 68.6747 | 59.5238 | 78.0488 |
Ratio Avg Win / Avg Loss | 1.3643 | 1.7685 | 1.0873 | 0.6627 | 0.5854 | 0.8532 |
Largest Winning Trade | 105105 | 105105 | 53303 | 7292891 | 3710141 | 7292891 |
Largest Losing Trade | -31281 | -31281 | -21199 | -6320614 | -6320614 | -2945452 |
Avg Bars in Trades | 65 | 72 | 57 | 65 | 72 | 57 |
Avg Bars in Winners | 68 | 75 | 62 | 68 | 75 | 62 |
Avg Bars in Losers | 58 | 67 | 40 | 58 | 67 | 40 |
Bars Traded | 5402 | 3039 | 2363 | 5402 | 3039 | 2363 |
Profit Streak | 14.8729 | 110.5396 | 0 | 14.8729 | 110.5396 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576489 | 533379 | 604844 | 355596 | -578542 | 550659 |
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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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