Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666657.5057 | 499265.9801 | 167391.5255 | 1594933.5295 | 1655280.3559 | -60346.8264 |
Total P&L (%) | 666.6575 | 499.266 | 167.3915 | 1594.9335 | 1655.2804 | -60.3468 |
Avg Daily Profit (%) | 0.4495 | 0.3367 | 0.1129 | 0.191 | 0.1934 | -0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141826 | -25262 | -137537 | -3320175 | -626741 | -3736482 |
Profit Factor | 3.0376 | 8.8661 | 1.6347 | 1.2071 | 2.2145 | 0.9905 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 42.1053 | 48.2759 | 35.7143 | 42.1053 | 48.2759 | 35.7143 |
Ratio Avg Win / Avg Loss | 4.1766 | 9.4994 | 2.9425 | 1.6597 | 2.3727 | 1.7829 |
Largest Winning Trade | 412783 | 412783 | 76448 | 1638017 | 673287 | 1638017 |
Largest Losing Trade | -31414 | -9223 | -31414 | -1107582 | -268883 | -1107582 |
Avg Bars in Trades | 47 | 5 | 90 | 47 | 5 | 90 |
Avg Bars in Winners | 92 | 8 | 210 | 92 | 8 | 210 |
Avg Bars in Losers | 13 | 2 | 23 | 13 | 2 | 23 |
Bars Traded | 2688 | 162 | 2526 | 2688 | 162 | 2526 |
Profit Streak | 76.7969 | 81.7969 | 0 | 76.7969 | 81.7969 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166039 | 641947 | -65823 | -173423 | 457557 | -604611 |
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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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