Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 597440.0944 | 583923.0107 | 13517.0837 | 519536.9262 | 1672829.1038 | -1153292.1776 |
Total P&L (%) | 597.4401 | 583.923 | 13.5171 | 519.5369 | 1672.8291 | -1153.2922 |
Avg Daily Profit (%) | 0.2499 | 0.2443 | 0.0057 | 0.0763 | 0.1203 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131122 | -129655 | -73040 | -2245739 | -1557636 | -1417272 |
Profit Factor | 2.193 | 2.5198 | 1.116 | 1.1086 | 1.5373 | 0.309 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 74.6269 | 75.7576 | 73.5294 | 74.6269 | 75.7576 | 73.5294 |
Ratio Avg Win / Avg Loss | 0.7456 | 0.8063 | 0.4017 | 0.3769 | 0.4919 | 0.1112 |
Largest Winning Trade | 126853 | 126853 | 12966 | 890007 | 890007 | 116914 |
Largest Losing Trade | -74815 | -74815 | -44157 | -1108005 | -1108005 | -1068050 |
Avg Bars in Trades | 81 | 159 | 6 | 81 | 159 | 6 |
Avg Bars in Winners | 30 | 57 | 3 | 30 | 57 | 3 |
Avg Bars in Losers | 232 | 478 | 13 | 232 | 478 | 13 |
Bars Traded | 5479 | 5257 | 222 | 5479 | 5257 | 222 |
Profit Streak | 317.6317 | 320.2984 | 317.6317 | 317.6317 | 320.2984 | 317.6317 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106540 | 543638 | -331595 | -309731 | -27412 | -576121 |
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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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