Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313823.6446 | 77488.9168 | 236334.7279 | 489073.8013 | -98176.5208 | 587250.322 |
Total P&L (%) | 313.8236 | 77.4889 | 236.3347 | 489.0738 | -98.1765 | 587.2503 |
Avg Daily Profit (%) | 0.2059 | 0.0508 | 0.1551 | 0.1164 | -0.2624 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51947 | -79229 | -51330 | -269091 | -282692 | -189836 |
Profit Factor | 1.8771 | 1.3728 | 2.5759 | 1.3412 | 0.8849 | 2.0116 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 51.5152 | 48.4848 | 54.5455 | 51.5152 | 48.4848 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.7666 | 1.4586 | 2.1466 | 1.2623 | 0.9402 | 1.6764 |
Largest Winning Trade | 64826 | 52625 | 64826 | 224170 | 123890 | 224170 |
Largest Losing Trade | -36587 | -34506 | -36587 | -154379 | -146370 | -154379 |
Avg Bars in Trades | 135 | 93 | 178 | 135 | 93 | 178 |
Avg Bars in Winners | 171 | 119 | 218 | 171 | 119 | 218 |
Avg Bars in Losers | 97 | 68 | 130 | 97 | 68 | 130 |
Bars Traded | 8970 | 3075 | 5895 | 8970 | 3075 | 5895 |
Profit Streak | 29.7477 | 29.7477 | 40.5811 | 29.7477 | 29.7477 | 40.5811 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115603 | -124564 | 493215 | -164084 | -580851 | -18289 |
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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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