Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541635.6468 | 516653.0284 | 24982.6183 | 34872.3531 | 148089.8578 | -113217.5047 |
Total P&L (%) | 541.6356 | 516.653 | 24.9826 | 34.8724 | 148.0899 | -113.2175 |
Avg Daily Profit (%) | 0.274 | 0.2613 | 0.0126 | 0.0151 | 0.046 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146984 | -127869 | -54074 | -658404 | -573148 | -264383 |
Profit Factor | 1.9812 | 2.4348 | 1.1302 | 1.0239 | 1.1564 | 0.7788 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 62.3188 | 64.7059 | 60 | 62.3188 | 64.7059 | 60 |
Ratio Avg Win / Avg Loss | 1.1979 | 1.3281 | 0.7534 | 0.6191 | 0.6308 | 0.5192 |
Largest Winning Trade | 249539 | 249539 | 28779 | 255370 | 255370 | 90608 |
Largest Losing Trade | -73859 | -73859 | -36511 | -308769 | -308769 | -197002 |
Avg Bars in Trades | 82 | 142 | 24 | 82 | 142 | 24 |
Avg Bars in Winners | 73 | 126 | 18 | 73 | 126 | 18 |
Avg Bars in Losers | 96 | 169 | 34 | 96 | 169 | 34 |
Bars Traded | 5700 | 4830 | 871 | 5700 | 4830 | 871 |
Profit Streak | 506.6825 | 506.6825 | 578.6825 | 506.6825 | 506.6825 | 578.6825 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91744 | 524283 | -256007 | -474265 | -179145 | -578254 |
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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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