Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747562.3331 | 719246.8889 | 28315.4442 | 33526.7039 | -96960.7078 | 130487.4117 |
Total P&L (%) | 747.5623 | 719.2469 | 28.3154 | 33.5267 | -96.9607 | 130.4874 |
Avg Daily Profit (%) | 0.3095 | 0.2977 | 0.0117 | 0.012 | -0.1445 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144297 | -87666 | -75473 | -628612 | -500284 | -321650 |
Profit Factor | 2.2748 | 2.9885 | 1.126 | 1.0215 | 0.8964 | 1.2101 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 34.375 | 48.4848 | 41.5385 | 34.375 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.2016 | 5.7054 | 1.1964 | 1.4377 | 1.7112 | 1.2857 |
Largest Winning Trade | 597597 | 597597 | 56636 | 418069 | 418069 | 192344 |
Largest Losing Trade | -50786 | -39789 | -50786 | -254617 | -196620 | -254617 |
Avg Bars in Trades | 103 | 157 | 51 | 103 | 157 | 51 |
Avg Bars in Winners | 140 | 242 | 69 | 140 | 242 | 69 |
Avg Bars in Losers | 77 | 112 | 34 | 77 | 112 | 34 |
Bars Traded | 6734 | 5039 | 1695 | 6734 | 5039 | 1695 |
Profit Streak | 103.7466 | 0 | 190.7466 | 103.7466 | 0 | 190.7466 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125703 | 305003 | -261996 | -515487 | -584108 | -146814 |
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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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