Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578235.2671 | 530351.6152 | 47883.6519 | 489236.3593 | 581077.792 | -91841.4327 |
Total P&L (%) | 578.2353 | 530.3516 | 47.8837 | 489.2364 | 581.0778 | -91.8414 |
Avg Daily Profit (%) | 0.309 | 0.2834 | 0.0256 | 0.0948 | 0.1026 | -0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143886 | -93289 | -130362 | -342791 | -129591 | -256694 |
Profit Factor | 2.0874 | 2.9189 | 1.1875 | 1.7565 | 3.0018 | 0.7423 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 36.9231 | 39.3939 | 34.375 | 36.9231 | 39.3939 | 34.375 |
Ratio Avg Win / Avg Loss | 3.566 | 4.4906 | 2.2671 | 3.0007 | 4.6181 | 1.4172 |
Largest Winning Trade | 245947 | 245947 | 59768 | 265568 | 265568 | 98763 |
Largest Losing Trade | -41287 | -41287 | -32293 | -106400 | -71157 | -106400 |
Avg Bars in Trades | 53 | 47 | 59 | 53 | 47 | 59 |
Avg Bars in Winners | 94 | 86 | 103 | 94 | 86 | 103 |
Avg Bars in Losers | 29 | 22 | 36 | 29 | 22 | 36 |
Bars Traded | 3479 | 1577 | 1902 | 3479 | 1577 | 1902 |
Profit Streak | 265.5009 | 265.5009 | 268.0009 | 265.5009 | 265.5009 | 268.0009 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127051 | 401204 | -178501 | -203043 | -53083 | -584250 |
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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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