Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618090.8979 | 519035.7604 | 99055.1375 | 454850.7851 | -693340.0407 | 1148190.8258 |
Total P&L (%) | 618.0909 | 519.0358 | 99.0551 | 454.8508 | -693.34 | 1148.1908 |
Avg Daily Profit (%) | 0.3127 | 0.2626 | 0.0501 | 0.0867 | 0 | 0.1278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185814 | -120271 | -141924 | -5973215 | -4865440 | -2720882 |
Profit Factor | 1.9586 | 2.7744 | 1.2812 | 1.0386 | 0.8997 | 1.2355 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 49.2754 | 45.7143 | 52.9412 | 49.2754 | 45.7143 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.0162 | 3.2946 | 1.1388 | 1.0691 | 1.0684 | 1.0982 |
Largest Winning Trade | 219475 | 219475 | 78801 | 2648885 | 2309276 | 2648885 |
Largest Losing Trade | -72340 | -37585 | -72340 | -1849582 | -1849582 | -1335982 |
Avg Bars in Trades | 110 | 100 | 119 | 110 | 100 | 119 |
Avg Bars in Winners | 148 | 128 | 166 | 148 | 128 | 166 |
Avg Bars in Losers | 72 | 77 | 66 | 72 | 77 | 66 |
Bars Traded | 7594 | 3531 | 4063 | 7594 | 3531 | 4063 |
Profit Streak | 0 | 0 | 646.0696 | 0 | 0 | 646.0696 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93838 | 438869 | -124702 | -361828 | -580787 | -21004 |
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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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