Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557323.1381 | 363167.7207 | 194155.4173 | 1440483.6275 | 1722327.3784 | -281843.7509 |
Total P&L (%) | 557.3231 | 363.1677 | 194.1554 | 1440.4836 | 1722.3274 | -281.8438 |
Avg Daily Profit (%) | 0.408 | 0.2659 | 0.1421 | 0.2004 | 0.2127 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78009 | -57916 | -50510 | -2026531 | -1713906 | -1478307 |
Profit Factor | 1.8801 | 2.0783 | 1.655 | 1.1318 | 1.3169 | 0.9487 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 49.1379 | 43.1034 | 55.1724 | 49.1379 | 43.1034 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.9461 | 2.7433 | 1.3447 | 1.1715 | 1.7383 | 0.7709 |
Largest Winning Trade | 174913 | 174913 | 53983 | 1577280 | 1577280 | 466925 |
Largest Losing Trade | -37001 | -25624 | -37001 | -1171898 | -633358 | -1171898 |
Avg Bars in Trades | 68 | 64 | 72 | 68 | 64 | 72 |
Avg Bars in Winners | 87 | 84 | 89 | 87 | 84 | 89 |
Avg Bars in Losers | 50 | 50 | 51 | 50 | 50 | 51 |
Bars Traded | 7964 | 3755 | 4209 | 7964 | 3755 | 4209 |
Profit Streak | 26.319 | 32.6524 | 0 | 26.319 | 32.6524 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 500357 | -170061 | -180655 | -67043 | -172751 | -760162 |
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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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