Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334760.0566 | 110489.0233 | 224271.0334 | 43656.3207 | -1018536.3558 | 1062192.6765 |
Total P&L (%) | 334.7601 | 110.489 | 224.271 | 43.6563 | -1018.5364 | 1062.1927 |
Avg Daily Profit (%) | 0.2013 | 0.0664 | 0.1348 | 0.0218 | 0 | 0.1476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188555 | -156792 | -127098 | -1539563 | -1840992 | -922298 |
Profit Factor | 1.552 | 1.2956 | 1.9639 | 1.011 | 0.6212 | 1.833 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 60 | 23 | 37 | 60 | 23 | 37 |
Losing Trades | 31 | 22 | 9 | 31 | 22 | 9 |
Profitability (%) | 65.9341 | 51.1111 | 80.4348 | 65.9341 | 51.1111 | 80.4348 |
Ratio Avg Win / Avg Loss | 0.8019 | 1.2393 | 0.4777 | 0.5224 | 0.5942 | 0.4459 |
Largest Winning Trade | 166321 | 166321 | 46030 | 341292 | 341292 | 297200 |
Largest Losing Trade | -62762 | -58098 | -62762 | -881921 | -881921 | -632636 |
Avg Bars in Trades | 70 | 92 | 48 | 70 | 92 | 48 |
Avg Bars in Winners | 44 | 53 | 38 | 44 | 53 | 38 |
Avg Bars in Losers | 120 | 133 | 89 | 120 | 133 | 89 |
Bars Traded | 6408 | 4166 | 2242 | 6408 | 4166 | 2242 |
Profit Streak | 83.4154 | 83.4154 | 86.1654 | 83.4154 | 83.4154 | 86.1654 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421980 | -102600 | -6655 | -371608 | -579202 | 378103 |
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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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