Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844748.4721 | 760260.8086 | 84487.6635 | 557641.7348 | -439908.4354 | 997550.1702 |
Total P&L (%) | 844.7485 | 760.2608 | 84.4877 | 557.6417 | -439.9084 | 997.5502 |
Avg Daily Profit (%) | 0.3581 | 0.3223 | 0.0358 | 0.0799 | 0 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135090 | -64649 | -130576 | -1221513 | -840447 | -634664 |
Profit Factor | 2.664 | 3.9657 | 1.3362 | 1.1941 | 0.7311 | 1.806 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 45.7627 | 40 | 51.7241 | 45.7627 | 40 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.1573 | 5.9486 | 1.2471 | 1.4152 | 1.0966 | 1.6856 |
Largest Winning Trade | 667742 | 667742 | 66036 | 718527 | 208917 | 718527 |
Largest Losing Trade | -45109 | -33042 | -45109 | -553211 | -377948 | -553211 |
Avg Bars in Trades | 112 | 83 | 142 | 112 | 83 | 142 |
Avg Bars in Winners | 162 | 130 | 187 | 162 | 130 | 187 |
Avg Bars in Losers | 70 | 52 | 93 | 70 | 52 | 93 |
Bars Traded | 6620 | 2499 | 4121 | 6620 | 2499 | 4121 |
Profit Streak | 56.1653 | 56.1653 | 77.832 | 56.1653 | 56.1653 | 77.832 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165695 | 458803 | -144021 | -273115 | -582486 | -52762 |
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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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