Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642477.2872 | 537791.0426 | 104686.2446 | -269733.3713 | -124855.8317 | -144877.5396 |
Total P&L (%) | 642.4773 | 537.791 | 104.6862 | -269.7334 | -124.8558 | -144.8775 |
Avg Daily Profit (%) | 0.4341 | 0.3634 | 0.0707 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266448 | -186818 | -117701 | -1057023 | -695176 | -383101 |
Profit Factor | 2.1497 | 2.6023 | 1.4691 | 0.8098 | 0.8527 | 0.7462 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 34 | 14 | 20 | 25 | 12 | 13 |
Losing Trades | 29 | 18 | 11 | 38 | 20 | 18 |
Profitability (%) | 53.9683 | 43.75 | 64.5161 | 39.6825 | 37.5 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.8336 | 3.3458 | 0.808 | 1.2309 | 1.4211 | 1.0332 |
Largest Winning Trade | 513098 | 513098 | 60685 | 513098 | 513098 | 237208 |
Largest Losing Trade | -117701 | -42882 | -117701 | -296664 | -296664 | -241596 |
Avg Bars in Trades | 66 | 78 | 55 | 66 | 78 | 55 |
Avg Bars in Winners | 85 | 104 | 72 | 46 | 48 | 44 |
Avg Bars in Losers | 45 | 57 | 25 | 80 | 96 | 63 |
Bars Traded | 4219 | 2499 | 1720 | 4219 | 2499 | 1720 |
Profit Streak | 109.6591 | 178.3258 | 109.6591 | 0 | 0 | 0 |
Trades During Streak | 5 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134929 | 481401 | -96244 | -734401 | -584004 | -582287 |
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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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