Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521047.3601 | 479369.9446 | 41677.4155 | 35685.1592 | -542754.0494 | 578439.2086 |
Total P&L (%) | 521.0474 | 479.3699 | 41.6774 | 35.6852 | -542.754 | 578.4392 |
Avg Daily Profit (%) | 0.2636 | 0.2425 | 0.0211 | 0.0154 | 0 | 0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116262 | -109970 | -26870 | -3498567 | -3487955 | -90732 |
Profit Factor | 2.6611 | 2.8196 | 1.8298 | 1.0072 | 0.8873 | 5.0574 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 70.7692 | 71.875 | 69.697 | 70.7692 | 71.875 | 69.697 |
Ratio Avg Win / Avg Loss | 1.0992 | 1.1033 | 0.7956 | 0.416 | 0.3472 | 2.1989 |
Largest Winning Trade | 200144 | 200144 | 10721 | 2293553 | 2293553 | 180965 |
Largest Losing Trade | -95769 | -95769 | -17770 | -3467289 | -3467289 | -90732 |
Avg Bars in Trades | 102 | 206 | 2 | 102 | 206 | 2 |
Avg Bars in Winners | 31 | 61 | 1 | 31 | 61 | 1 |
Avg Bars in Losers | 274 | 575 | 3 | 274 | 575 | 3 |
Bars Traded | 6666 | 6592 | 74 | 6666 | 6592 | 74 |
Profit Streak | 716.188 | 716.188 | 836.938 | 716.188 | 716.188 | 836.938 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119430 | 563079 | -162311 | -521082 | -577392 | -51585 |
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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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