Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127814.7196 | 188222.459 | -60407.7394 | 5262958.7241 | 1572398.4195 | 3690560.3046 |
Total P&L (%) | 127.8147 | 188.2225 | -60.4077 | 5262.9587 | 1572.3984 | 3690.5603 |
Avg Daily Profit (%) | 0.0587 | 0.0864 | -0.0277 | 0.183 | 0.1294 | 0.167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -410234 | -88487 | -391277 | -1348321 | -1382121 | -325517 |
Profit Factor | 1.1907 | 1.8382 | 0.8645 | 2.6235 | 1.6477 | 5.5322 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 44 | 20 | 24 | 46 | 22 | 24 |
Losing Trades | 14 | 9 | 5 | 12 | 7 | 5 |
Profitability (%) | 75.8621 | 68.9655 | 82.7586 | 79.3103 | 75.8621 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.3789 | 0.8272 | 0.1801 | 0.6844 | 0.5243 | 1.1526 |
Largest Winning Trade | 63969 | 63969 | 41082 | 512913 | 501295 | 512913 |
Largest Losing Trade | -219245 | -48385 | -219245 | -637663 | -637663 | -299900 |
Avg Bars in Trades | 142 | 173 | 111 | 142 | 173 | 111 |
Avg Bars in Winners | 80 | 90 | 73 | 95 | 103 | 88 |
Avg Bars in Losers | 335 | 358 | 293 | 322 | 394 | 221 |
Bars Traded | 8258 | 5032 | 3226 | 8258 | 5032 | 3226 |
Profit Streak | 293.6843 | 384.6843 | 293.6843 | 293.6843 | 384.6843 | 293.6843 |
Trades During Streak | 12 | 8 | 6 | 12 | 8 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -301621 | -73055 | -575264 | -164053 | -14798 | 732375 |
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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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