Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616762.5781 | 564178.3328 | 52584.2452 | 13837.4888 | -49080.5792 | 62918.068 |
Total P&L (%) | 616.7626 | 564.1783 | 52.5842 | 13.8375 | -49.0806 | 62.9181 |
Avg Daily Profit (%) | 0.3465 | 0.317 | 0.0295 | 0.0073 | -0.0379 | 0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125077 | -125281 | -28796 | -860159 | -834292 | -53148 |
Profit Factor | 2.5744 | 2.7937 | 1.6809 | 1.0103 | 0.9586 | 1.3844 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 51.7647 | 47.619 | 55.814 | 51.7647 | 47.619 | 55.814 |
Ratio Avg Win / Avg Loss | 2.3988 | 3.0731 | 1.3307 | 0.9414 | 1.0545 | 1.096 |
Largest Winning Trade | 627888 | 627888 | 20906 | 750974 | 750974 | 60253 |
Largest Losing Trade | -77401 | -77401 | -11115 | -416475 | -416475 | -41397 |
Avg Bars in Trades | 35 | 67 | 3 | 35 | 67 | 3 |
Avg Bars in Winners | 26 | 54 | 4 | 26 | 54 | 4 |
Avg Bars in Losers | 44 | 79 | 2 | 44 | 79 | 2 |
Bars Traded | 2988 | 2833 | 155 | 2988 | 2833 | 155 |
Profit Streak | 83.5803 | 83.5803 | 158.5803 | 83.5803 | 83.5803 | 158.5803 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576705 | 505611 | -150069 | -438578 | -579435 | -153678 |
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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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