Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614696.3501 | 452116.8899 | 162579.4602 | 1131617.679 | 832943.131 | 298674.548 |
Total P&L (%) | 614.6964 | 452.1169 | 162.5795 | 1131.6177 | 832.9431 | 298.6745 |
Avg Daily Profit (%) | 0.3833 | 0.2819 | 0.1014 | 0.1567 | 0.1393 | 0.0863 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96141 | -98177 | -63111 | -1828863 | -1869049 | -650212 |
Profit Factor | 2.5363 | 2.9277 | 1.9819 | 1.2656 | 1.3272 | 1.1742 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 47.541 | 38.7097 | 56.6667 | 47.541 | 38.7097 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.7987 | 4.6354 | 1.5156 | 1.3966 | 2.1014 | 0.8979 |
Largest Winning Trade | 248979 | 248979 | 61237 | 1720514 | 1720514 | 579981 |
Largest Losing Trade | -33324 | -22998 | -33324 | -470379 | -470379 | -438593 |
Avg Bars in Trades | 308 | 248 | 370 | 308 | 248 | 370 |
Avg Bars in Winners | 453 | 398 | 492 | 453 | 398 | 492 |
Avg Bars in Losers | 177 | 154 | 210 | 177 | 154 | 210 |
Bars Traded | 18818 | 7709 | 11109 | 18818 | 7709 | 11109 |
Profit Streak | 0 | 0 | 52.7387 | 0 | 0 | 52.7387 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152516 | 341310 | -52501 | -159414 | -9676 | -106933 |
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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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