Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776131.6454 | 658538.35 | 117593.2954 | 501533.9737 | -40981.5581 | 542515.5318 |
Total P&L (%) | 776.1316 | 658.5384 | 117.5933 | 501.534 | -40.9816 | 542.5155 |
Avg Daily Profit (%) | 0.3102 | 0.2632 | 0.047 | 0.0717 | -0.0211 | 0.0744 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125447 | -126981 | -90449 | -228477 | -426384 | -180819 |
Profit Factor | 2.5797 | 2.9438 | 1.771 | 1.4251 | 0.9544 | 2.9253 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 52.381 | 45.1613 | 59.375 | 52.381 | 45.1613 | 59.375 |
Ratio Avg Win / Avg Loss | 2.3452 | 3.5746 | 1.2117 | 1.2955 | 1.1589 | 2.0016 |
Largest Winning Trade | 501854 | 501854 | 37956 | 382023 | 382023 | 174632 |
Largest Losing Trade | -54042 | -54042 | -36720 | -192884 | -192884 | -149467 |
Avg Bars in Trades | 99 | 170 | 29 | 99 | 170 | 29 |
Avg Bars in Winners | 98 | 185 | 35 | 98 | 185 | 35 |
Avg Bars in Losers | 99 | 158 | 22 | 99 | 158 | 22 |
Bars Traded | 6248 | 5289 | 959 | 6248 | 5289 | 959 |
Profit Streak | 0 | 159.3634 | 0 | 0 | 159.3634 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136792 | 462785 | -126431 | -246577 | -580455 | -86173 |
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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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