Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769624.3381 | 615562.5275 | 154061.8106 | 802548.2016 | -547246.5534 | 1349794.755 |
Total P&L (%) | 769.6243 | 615.5625 | 154.0618 | 802.5482 | -547.2466 | 1349.7948 |
Avg Daily Profit (%) | 0.3232 | 0.2585 | 0.0647 | 0.0924 | 0 | 0.1123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129021 | -125350 | -8605 | -7406511 | -7539870 | -503796 |
Profit Factor | 2.4757 | 2.234 | 7.7852 | 1.0625 | 0.9552 | 3.1827 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 75.2809 | 77.2727 | 73.3333 | 75.2809 | 77.2727 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.8129 | 0.6571 | 2.831 | 0.3489 | 0.2809 | 1.1573 |
Largest Winning Trade | 175071 | 175071 | 25990 | 2640909 | 2640909 | 450288 |
Largest Losing Trade | -79995 | -79995 | -4934 | -5319530 | -5319530 | -278650 |
Avg Bars in Trades | 100 | 198 | 4 | 100 | 198 | 4 |
Avg Bars in Winners | 28 | 52 | 4 | 28 | 52 | 4 |
Avg Bars in Losers | 320 | 696 | 6 | 320 | 696 | 6 |
Bars Traded | 8977 | 8755 | 222 | 8977 | 8755 | 222 |
Profit Streak | 81.5535 | 0 | 299.5535 | 81.5535 | 0 | 299.5535 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553726 | 489793 | -93029 | -218236 | -577184 | -32907 |
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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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