Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 648187.9632 | 632883.197 | 15304.7662 | -148453.6056 | -552800.2854 | 404346.6798 |
Total P&L (%) | 648.188 | 632.8832 | 15.3048 | -148.4536 | -552.8003 | 404.3467 |
Avg Daily Profit (%) | 0.2723 | 0.2658 | 0.0064 | 0 | 0 | 0.068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168429 | -88600 | -112390 | -1843406 | -877133 | -1211918 |
Profit Factor | 1.9737 | 2.9791 | 1.0442 | 0.9529 | 0.6693 | 1.2734 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 39 | 21 | 18 | 22 | 10 | 12 |
Losing Trades | 24 | 11 | 13 | 41 | 22 | 19 |
Profitability (%) | 61.9048 | 65.625 | 58.0645 | 34.9206 | 31.25 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.2146 | 1.5605 | 0.7542 | 1.7758 | 1.4724 | 2.0162 |
Largest Winning Trade | 189251 | 189251 | 89897 | 1543828 | 564163 | 1543828 |
Largest Losing Trade | -108705 | -59696 | -108705 | -606499 | -319662 | -606499 |
Avg Bars in Trades | 107 | 66 | 150 | 107 | 66 | 150 |
Avg Bars in Winners | 113 | 55 | 181 | 127 | 89 | 159 |
Avg Bars in Losers | 97 | 85 | 107 | 96 | 55 | 144 |
Bars Traded | 6767 | 2113 | 4654 | 6767 | 2113 | 4654 |
Profit Streak | 0 | 0 | 0 | 136.2409 | 296.9076 | 136.2409 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138162 | 586197 | -366772 | -733790 | -585087 | -104980 |
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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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