Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699015.6575 | 489437.7006 | 209577.9569 | 1156290.214 | -440737.0539 | 1597027.2679 |
Total P&L (%) | 699.0157 | 489.4377 | 209.578 | 1156.2902 | -440.7371 | 1597.0273 |
Avg Daily Profit (%) | 0.3845 | 0.2692 | 0.1153 | 0.1393 | 0 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83257 | -66474 | -51741 | -2255561 | -1797271 | -1183173 |
Profit Factor | 2.5594 | 2.8648 | 2.1281 | 1.1414 | 0.9083 | 1.4733 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 31 | 9 | 22 | 31 | 9 | 22 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 34.8315 | 20.4545 | 48.8889 | 34.8315 | 20.4545 | 48.8889 |
Ratio Avg Win / Avg Loss | 4.7886 | 11.1408 | 2.2248 | 2.1355 | 3.5322 | 1.5403 |
Largest Winning Trade | 475644 | 475644 | 68143 | 1430942 | 1430942 | 894911 |
Largest Losing Trade | -23650 | -23405 | -23650 | -510622 | -459128 | -510622 |
Avg Bars in Trades | 59 | 41 | 76 | 59 | 41 | 76 |
Avg Bars in Winners | 123 | 121 | 124 | 123 | 121 | 124 |
Avg Bars in Losers | 24 | 21 | 29 | 24 | 21 | 29 |
Bars Traded | 5260 | 1834 | 3426 | 5260 | 1834 | 3426 |
Profit Streak | 15.9363 | 0 | 59.6029 | 15.9363 | 0 | 59.6029 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338817 | -36386 | -34442 | -75647 | -628068 | 378926 |
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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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