Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1349549.2311 | 1329740.8711 | 19808.3601 | -37938.5589 | -72469.1477 | 34530.5888 |
Total P&L (%) | 1349.5492 | 1329.7409 | 19.8084 | -37.9386 | -72.4691 | 34.5306 |
Avg Daily Profit (%) | 0.567 | 0.5587 | 0.0083 | -0.02 | -0.0542 | 0.0125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142282 | -139443 | -72280 | -276110 | -321162 | -98874 |
Profit Factor | 2.9645 | 3.6262 | 1.1097 | 0.9515 | 0.882 | 1.2056 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 52.2523 | 52.7273 | 51.7857 | 52.2523 | 52.7273 | 51.7857 |
Ratio Avg Win / Avg Loss | 2.7089 | 3.251 | 1.0331 | 0.8695 | 0.7907 | 1.1225 |
Largest Winning Trade | 1239812 | 1239812 | 21736 | 118651 | 118651 | 35229 |
Largest Losing Trade | -90341 | -90341 | -35201 | -135348 | -135348 | -98874 |
Avg Bars in Trades | 41 | 78 | 4 | 41 | 78 | 4 |
Avg Bars in Winners | 31 | 58 | 5 | 31 | 58 | 5 |
Avg Bars in Losers | 51 | 100 | 3 | 51 | 100 | 3 |
Bars Traded | 4564 | 4315 | 249 | 4564 | 4315 | 249 |
Profit Streak | 17.0905 | 59.5905 | 17.0905 | 17.0905 | 59.5905 | 17.0905 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 665673 | -160833 | -467604 | -579123 | -759502 | -358364 |
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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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