Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538938.9632 | 416342.1143 | 122596.8489 | 425401.4173 | -696854.2144 | 1122255.6316 |
Total P&L (%) | 538.939 | 416.3421 | 122.5968 | 425.4014 | -696.8542 | 1122.2556 |
Avg Daily Profit (%) | 0.3022 | 0.2334 | 0.0687 | 0.0931 | 0 | 0.1404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163558 | -157814 | -52628 | -1899164 | -2243790 | -252158 |
Profit Factor | 1.9825 | 2.0229 | 1.8663 | 1.0965 | 0.8174 | 2.8905 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 61.1765 | 54.7619 | 67.4419 | 61.1765 | 54.7619 | 67.4419 |
Ratio Avg Win / Avg Loss | 1.2581 | 1.6711 | 0.901 | 0.6958 | 0.6752 | 1.3954 |
Largest Winning Trade | 126255 | 126255 | 24294 | 649591 | 649591 | 228738 |
Largest Losing Trade | -73406 | -73406 | -21799 | -1083580 | -1083580 | -132199 |
Avg Bars in Trades | 59 | 106 | 14 | 59 | 106 | 14 |
Avg Bars in Winners | 33 | 57 | 14 | 33 | 57 | 14 |
Avg Bars in Losers | 102 | 165 | 15 | 102 | 165 | 15 |
Bars Traded | 5099 | 4474 | 625 | 5099 | 4474 | 625 |
Profit Streak | 45.6949 | 77.3616 | 45.6949 | 45.6949 | 77.3616 | 45.6949 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522281 | 481527 | -97251 | -181866 | -579153 | 87183 |
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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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