Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659436.3428 | 591528.0713 | 67908.2715 | 329179.5063 | 391042.6138 | -61863.1075 |
Total P&L (%) | 659.4363 | 591.5281 | 67.9083 | 329.1795 | 391.0426 | -61.8631 |
Avg Daily Profit (%) | 0.2798 | 0.2509 | 0.0288 | 0.0618 | 0.0675 | -0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140341 | -180858 | -25627 | -5290450 | -5884436 | -1304124 |
Profit Factor | 2.3601 | 2.5972 | 1.5931 | 1.0292 | 1.044 | 0.9741 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 60.3175 | 58.0645 | 62.5 | 60.3175 | 58.0645 | 62.5 |
Ratio Avg Win / Avg Loss | 1.5527 | 1.8758 | 0.9559 | 0.6771 | 0.754 | 0.5845 |
Largest Winning Trade | 421314 | 421314 | 26236 | 4199942 | 4199942 | 520028 |
Largest Losing Trade | -67560 | -67560 | -19868 | -2491475 | -2491475 | -971901 |
Avg Bars in Trades | 198 | 357 | 45 | 198 | 357 | 45 |
Avg Bars in Winners | 142 | 251 | 45 | 142 | 251 | 45 |
Avg Bars in Losers | 284 | 505 | 45 | 284 | 505 | 45 |
Bars Traded | 12536 | 11094 | 1442 | 12536 | 11094 | 1442 |
Profit Streak | 71.0077 | 0 | 143.1744 | 71.0077 | 0 | 143.1744 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135889 | 519531 | -152165 | -449568 | -275537 | -578618 |
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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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