Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575498.7065 | 502253.2258 | 73245.4807 | 440425.5076 | 635241.0883 | -194815.5807 |
Total P&L (%) | 575.4987 | 502.2532 | 73.2455 | 440.4255 | 635.2411 | -194.8156 |
Avg Daily Profit (%) | 0.2516 | 0.2196 | 0.032 | 0.0738 | 0.0873 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129580 | -166339 | -81190 | -705334 | -626552 | -426990 |
Profit Factor | 2.0114 | 2.5632 | 1.2957 | 1.1895 | 1.5254 | 0.8253 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 45.1613 | 38.7097 | 51.6129 | 45.1613 | 38.7097 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.4425 | 4.0585 | 1.2147 | 1.4444 | 2.4152 | 0.7738 |
Largest Winning Trade | 299605 | 299605 | 43385 | 627760 | 627760 | 145876 |
Largest Losing Trade | -49826 | -31446 | -49826 | -289767 | -106506 | -289767 |
Avg Bars in Trades | 65 | 76 | 55 | 65 | 76 | 55 |
Avg Bars in Winners | 92 | 119 | 72 | 92 | 119 | 72 |
Avg Bars in Losers | 44 | 48 | 37 | 44 | 48 | 37 |
Bars Traded | 4083 | 2364 | 1719 | 4083 | 2364 | 1719 |
Profit Streak | 239.4225 | 239.4225 | 246.9225 | 239.4225 | 239.4225 | 246.9225 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146702 | 346830 | -148905 | -265518 | -76914 | -579637 |
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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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