Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504696.9082 | 424106.329 | 80590.5792 | 51086.8026 | 126895.1862 | -75808.3836 |
Total P&L (%) | 504.6969 | 424.1063 | 80.5906 | 51.0868 | 126.8952 | -75.8084 |
Avg Daily Profit (%) | 0.2662 | 0.2237 | 0.0425 | 0.0218 | 0.0432 | -0.0748 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126871 | -109335 | -86220 | -254519 | -106844 | -210335 |
Profit Factor | 1.8555 | 2.3756 | 1.2862 | 1.0631 | 1.3459 | 0.8289 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 52.3077 | 39.3939 | 65.625 | 52.3077 | 39.3939 | 65.625 |
Ratio Avg Win / Avg Loss | 1.6918 | 3.6548 | 0.6737 | 0.9693 | 2.0706 | 0.4342 |
Largest Winning Trade | 361706 | 361706 | 49625 | 138554 | 138554 | 64452 |
Largest Losing Trade | -75465 | -36232 | -75465 | -171878 | -59294 | -171878 |
Avg Bars in Trades | 111 | 79 | 144 | 111 | 79 | 144 |
Avg Bars in Winners | 122 | 69 | 154 | 122 | 69 | 154 |
Avg Bars in Losers | 99 | 86 | 124 | 99 | 86 | 124 |
Bars Traded | 7240 | 2622 | 4618 | 7240 | 2622 | 4618 |
Profit Streak | 45.1349 | 45.1349 | 84.6349 | 45.1349 | 45.1349 | 84.6349 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122588 | 315181 | -135247 | -452571 | -137295 | -578226 |
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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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