Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399257.9407 | 88663.0259 | 310594.9147 | 710533.2381 | -115017.2989 | 825550.537 |
Total P&L (%) | 399.2579 | 88.663 | 310.5949 | 710.5332 | -115.0173 | 825.5505 |
Avg Daily Profit (%) | 0.2672 | 0.0593 | 0.2079 | 0.1402 | 0 | 0.1491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107048 | -63238 | -88730 | -936236 | -624760 | -617231 |
Profit Factor | 2.2615 | 1.6965 | 2.6417 | 1.3978 | 0.8601 | 1.8563 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 13 | 8 | 5 | 13 | 8 | 5 |
Profitability (%) | 77.5862 | 72.4138 | 82.7586 | 77.5862 | 72.4138 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.6533 | 0.6463 | 0.5504 | 0.4038 | 0.3276 | 0.3867 |
Largest Winning Trade | 39383 | 33148 | 39383 | 216099 | 124907 | 216099 |
Largest Losing Trade | -68510 | -47285 | -68510 | -519221 | -519221 | -399229 |
Avg Bars in Trades | 298 | 119 | 476 | 298 | 119 | 476 |
Avg Bars in Winners | 172 | 63 | 268 | 172 | 63 | 268 |
Avg Bars in Losers | 732 | 268 | 1476 | 732 | 268 | 1476 |
Bars Traded | 17293 | 3474 | 13819 | 17293 | 3474 | 13819 |
Profit Streak | 233.4821 | 233.4821 | 271.7321 | 233.4821 | 233.4821 | 271.7321 |
Trades During Streak | 13 | 6 | 8 | 13 | 6 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164623 | -108964 | 558435 | -180841 | -576501 | 455695 |
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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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