Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791664.6166 | 604897.3973 | 186767.2193 | 515861.6852 | 160314.6198 | 355547.0655 |
Total P&L (%) | 791.6646 | 604.8974 | 186.7672 | 515.8617 | 160.3146 | 355.5471 |
Avg Daily Profit (%) | 0.5356 | 0.4093 | 0.1264 | 0.1231 | 0.0648 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142791 | -129478 | -85938 | -833426 | -554499 | -478363 |
Profit Factor | 2.7013 | 3.693 | 1.7759 | 1.232 | 1.1597 | 1.2916 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 51.6129 | 45.1613 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.5325 | 4.4843 | 1.2826 | 1.155 | 1.4082 | 0.9328 |
Largest Winning Trade | 508884 | 508884 | 74565 | 508884 | 508884 | 286064 |
Largest Losing Trade | -85938 | -28764 | -85938 | -478363 | -206444 | -478363 |
Avg Bars in Trades | 45 | 35 | 56 | 45 | 35 | 56 |
Avg Bars in Winners | 54 | 41 | 64 | 54 | 41 | 64 |
Avg Bars in Losers | 35 | 29 | 43 | 35 | 29 | 43 |
Bars Traded | 2827 | 1091 | 1736 | 2827 | 1091 | 1736 |
Profit Streak | 22.8555 | 0 | 74.3555 | 22.8555 | 0 | 74.3555 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141683 | 530682 | -20091 | -186371 | -153259 | -55607 |
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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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