Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1476705.3809 | 1346935.499 | 129769.8819 | 1028666.6884 | -112929.0088 | 1141595.6972 |
Total P&L (%) | 1476.7054 | 1346.9355 | 129.7699 | 1028.6667 | -112.929 | 1141.5957 |
Avg Daily Profit (%) | 0.6269 | 0.5718 | 0.0551 | 0.1029 | 0 | 0.107 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111660 | -79219 | -109122 | -2829214 | -1555874 | -1685873 |
Profit Factor | 3.6598 | 6.6033 | 1.4122 | 1.1687 | 0.9595 | 1.345 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 48.4848 | 42.4242 | 54.5455 | 48.4848 | 42.4242 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.8886 | 8.9616 | 1.1769 | 1.2418 | 1.3022 | 1.1209 |
Largest Winning Trade | 1283677 | 1283677 | 66604 | 988198 | 492188 | 988198 |
Largest Losing Trade | -44202 | -39860 | -44202 | -1335366 | -799443 | -1335366 |
Avg Bars in Trades | 209 | 179 | 240 | 209 | 179 | 240 |
Avg Bars in Winners | 278 | 236 | 311 | 278 | 236 | 311 |
Avg Bars in Losers | 145 | 137 | 154 | 145 | 137 | 154 |
Bars Traded | 13849 | 5916 | 7933 | 13849 | 5916 | 7933 |
Profit Streak | 48.4507 | 0 | 73.6173 | 48.4507 | 0 | 73.6173 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110028 | 603818 | -117463 | -218575 | -582082 | -48254 |
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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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