Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1282637.5234 | 1147892.4722 | 134745.0512 | 127422.2988 | 2401220.5825 | -2273798.2837 |
Total P&L (%) | 1282.6375 | 1147.8925 | 134.7451 | 127.4223 | 2401.2206 | -2273.7983 |
Avg Daily Profit (%) | 0.5368 | 0.4804 | 0.0564 | 0.0344 | 0.1348 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182300 | -94401 | -151150 | -11107215 | -4243627 | -11377130 |
Profit Factor | 2.9533 | 4.949 | 1.3682 | 1.0056 | 1.3574 | 0.8575 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 58.8235 | 55.8824 | 61.7647 | 58.8235 | 55.8824 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.0673 | 3.9071 | 0.847 | 0.7039 | 1.0716 | 0.5309 |
Largest Winning Trade | 827570 | 827570 | 68046 | 4388652 | 4388652 | 3385651 |
Largest Losing Trade | -89432 | -67290 | -89432 | -9798829 | -2610685 | -9798829 |
Avg Bars in Trades | 135 | 113 | 157 | 135 | 113 | 157 |
Avg Bars in Winners | 156 | 125 | 184 | 156 | 125 | 184 |
Avg Bars in Losers | 105 | 98 | 114 | 105 | 98 | 114 |
Bars Traded | 9230 | 3872 | 5358 | 9230 | 3872 | 5358 |
Profit Streak | 118.2589 | 118.2589 | 311.0089 | 118.2589 | 118.2589 | 311.0089 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94377 | 716230 | -115910 | -473897 | -10491 | -577903 |
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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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