Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 576344.1875 | 431487.677 | 144856.5104 | 2054768.0991 | 541234.0358 | 1513534.0632 |
Total P&L (%) | 576.3442 | 431.4877 | 144.8565 | 2054.7681 | 541.234 | 1513.5341 |
Avg Daily Profit (%) | 0.2453 | 0.1836 | 0.0617 | 0.1308 | 0.0791 | 0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120425 | -38202 | -116042 | -458030 | -440468 | -187692 |
Profit Factor | 2.8932 | 3.746 | 1.9834 | 2.2396 | 1.4135 | 5.3404 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 62.069 | 58.6207 | 65.5172 | 62.069 | 58.6207 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.7681 | 2.6443 | 1.0439 | 1.3687 | 0.9978 | 2.8108 |
Largest Winning Trade | 201740 | 201740 | 57927 | 419906 | 419906 | 407833 |
Largest Losing Trade | -44077 | -20658 | -44077 | -356096 | -356096 | -83624 |
Avg Bars in Trades | 117 | 136 | 97 | 117 | 136 | 97 |
Avg Bars in Winners | 132 | 155 | 111 | 132 | 155 | 111 |
Avg Bars in Losers | 92 | 110 | 71 | 92 | 110 | 71 |
Bars Traded | 6797 | 3967 | 2830 | 6797 | 3967 | 2830 |
Profit Streak | 0 | 0 | 28.3994 | 0 | 0 | 28.3994 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163986 | 555084 | -105452 | -192836 | -86728 | -23944 |
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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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