Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523501.6171 | 293999.6417 | 229501.9753 | 368845.6855 | -861023.2108 | 1229868.8963 |
Total P&L (%) | 523.5016 | 293.9996 | 229.502 | 368.8457 | -861.0232 | 1229.8689 |
Avg Daily Profit (%) | 0.3397 | 0.1908 | 0.1489 | 0.1003 | 0 | 0.1681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123220 | -169810 | -74459 | -1183557 | -1711742 | -548796 |
Profit Factor | 2.1094 | 1.8583 | 2.7741 | 1.1059 | 0.6776 | 2.5123 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 20 | 13 | 7 | 20 | 13 | 7 |
Profitability (%) | 77.0115 | 70.4545 | 83.7209 | 77.0115 | 70.4545 | 83.7209 |
Ratio Avg Win / Avg Loss | 0.6297 | 0.7793 | 0.5394 | 0.3301 | 0.2842 | 0.4885 |
Largest Winning Trade | 349122 | 349122 | 27567 | 349122 | 349122 | 188380 |
Largest Losing Trade | -60378 | -60378 | -54008 | -556055 | -556055 | -437915 |
Avg Bars in Trades | 35 | 44 | 25 | 35 | 44 | 25 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 93 | 107 | 68 | 93 | 107 | 68 |
Bars Traded | 3052 | 1950 | 1103 | 3052 | 1950 | 1103 |
Profit Streak | 54.7837 | 92.7837 | 54.7837 | 54.7837 | 92.7837 | 54.7837 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 578660 | 448005 | 513662 | -159178 | -576624 | 567340 |
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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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