Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526210.6719 | 429594.21 | 96616.4619 | 184416.5444 | -427536.9109 | 611953.4553 |
Total P&L (%) | 526.2107 | 429.5942 | 96.6165 | 184.4165 | -427.5369 | 611.9535 |
Avg Daily Profit (%) | 0.2968 | 0.2423 | 0.0545 | 0.059 | 0 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116704 | -110961 | -22583 | -1703997 | -1756091 | -93451 |
Profit Factor | 2.3875 | 2.4232 | 2.2482 | 1.0606 | 0.845 | 3.1382 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 66.1017 | 68.9655 | 63.3333 | 66.1017 | 68.9655 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.2243 | 1.0904 | 1.3016 | 0.5439 | 0.3802 | 1.8168 |
Largest Winning Trade | 306992 | 306992 | 24743 | 731755 | 731755 | 311035 |
Largest Losing Trade | -82213 | -82213 | -18026 | -1569791 | -1569791 | -93451 |
Avg Bars in Trades | 79 | 149 | 11 | 79 | 149 | 11 |
Avg Bars in Winners | 37 | 60 | 13 | 37 | 60 | 13 |
Avg Bars in Losers | 160 | 347 | 7 | 160 | 347 | 7 |
Bars Traded | 4671 | 4336 | 335 | 4671 | 4336 | 335 |
Profit Streak | 135.8581 | 135.8581 | 298.1914 | 135.8581 | 135.8581 | 298.1914 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163759 | 520616 | -113661 | -445780 | -577805 | -35368 |
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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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