Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985207.4765 | 881048.8718 | 104158.6047 | 945464.6537 | -97114.8823 | 1042579.5359 |
Total P&L (%) | 985.2075 | 881.0489 | 104.1586 | 945.4647 | -97.1149 | 1042.5795 |
Avg Daily Profit (%) | 0.4081 | 0.365 | 0.0431 | 0.0973 | -0.1468 | 0.101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78077 | -87144 | -26824 | -1350424 | -1714591 | -457292 |
Profit Factor | 3.5625 | 4.0033 | 2.1433 | 1.2065 | 0.9722 | 1.9612 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 53.9683 | 45.1613 | 62.5 | 53.9683 | 45.1613 | 62.5 |
Ratio Avg Win / Avg Loss | 3.0386 | 4.8611 | 1.286 | 1.029 | 1.1805 | 1.1767 |
Largest Winning Trade | 703004 | 703004 | 28019 | 1478455 | 1478455 | 473190 |
Largest Losing Trade | -36806 | -36806 | -21450 | -552426 | -552426 | -457292 |
Avg Bars in Trades | 131 | 241 | 24 | 131 | 241 | 24 |
Avg Bars in Winners | 135 | 295 | 23 | 135 | 295 | 23 |
Avg Bars in Losers | 126 | 197 | 26 | 126 | 197 | 26 |
Bars Traded | 8275 | 7497 | 778 | 8275 | 7497 | 778 |
Profit Streak | 0 | 221.9537 | 0 | 0 | 221.9537 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133928 | 546528 | -130444 | -213664 | -580441 | -53300 |
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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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