Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599454.8087 | 512735.9046 | 86718.9041 | -22701.6941 | -432350.7744 | 409649.0803 |
Total P&L (%) | 599.4548 | 512.7359 | 86.7189 | -22.7017 | -432.3508 | 409.6491 |
Avg Daily Profit (%) | 0.3149 | 0.2694 | 0.0456 | -0.0135 | 0 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222413 | -151290 | -102282 | -1583779 | -1256790 | -433581 |
Profit Factor | 2.4158 | 3.369 | 1.419 | 0.9912 | 0.7139 | 1.3802 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 50.8475 | 41.3793 | 60 | 50.8475 | 41.3793 | 60 |
Ratio Avg Win / Avg Loss | 2.3352 | 4.7728 | 0.946 | 0.9582 | 1.0114 | 0.9201 |
Largest Winning Trade | 661648 | 661648 | 47234 | 770367 | 770367 | 482546 |
Largest Losing Trade | -73491 | -49098 | -73491 | -529680 | -529680 | -282037 |
Avg Bars in Trades | 58 | 55 | 60 | 58 | 55 | 60 |
Avg Bars in Winners | 64 | 67 | 62 | 64 | 67 | 62 |
Avg Bars in Losers | 51 | 47 | 57 | 51 | 47 | 57 |
Bars Traded | 3442 | 1617 | 1825 | 3442 | 1617 | 1825 |
Profit Streak | 210.5516 | 210.5516 | 248.5516 | 210.5516 | 210.5516 | 248.5516 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164358 | 455065 | -130293 | -758758 | -581543 | -77151 |
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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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