Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558618.8737 | 488538.0976 | 70080.776 | 409859.1159 | 642687.1977 | -232828.0818 |
Total P&L (%) | 558.6189 | 488.5381 | 70.0808 | 409.8591 | 642.6872 | -232.8281 |
Avg Daily Profit (%) | 0.2438 | 0.2132 | 0.0306 | 0.0711 | 0.0875 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125024 | -109097 | -83670 | -575165 | -367471 | -453245 |
Profit Factor | 2.0252 | 2.8108 | 1.2547 | 1.2037 | 1.6972 | 0.7864 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 38.4615 | 36.3636 | 40.625 | 38.4615 | 36.3636 | 40.625 |
Ratio Avg Win / Avg Loss | 3.2403 | 4.919 | 1.8339 | 1.926 | 2.9701 | 1.1493 |
Largest Winning Trade | 289662 | 289662 | 55128 | 553821 | 553821 | 168576 |
Largest Losing Trade | -35467 | -26740 | -35467 | -221703 | -95924 | -221703 |
Avg Bars in Trades | 98 | 98 | 99 | 98 | 98 | 99 |
Avg Bars in Winners | 165 | 173 | 157 | 165 | 173 | 157 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 6418 | 3241 | 3177 | 6418 | 3241 | 3177 |
Profit Streak | 80.5183 | 245.5183 | 0 | 80.5183 | 245.5183 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127945 | 314743 | -154786 | -237582 | -76800 | -582789 |
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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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