Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416549.7632 | 413884.7065 | 2665.0567 | 33429.4299 | 145579.389 | -112149.9591 |
Total P&L (%) | 416.5498 | 413.8847 | 2.6651 | 33.4294 | 145.5794 | -112.15 |
Avg Daily Profit (%) | 0.1772 | 0.176 | 0.0011 | 0.0123 | 0.0382 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122595 | -57573 | -147031 | -178858 | -120435 | -213050 |
Profit Factor | 1.7336 | 2.648 | 1.0084 | 1.0351 | 1.3301 | 0.7807 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 1.7336 | 2.8245 | 0.9454 | 1.0351 | 1.4188 | 0.7319 |
Largest Winning Trade | 261680 | 261680 | 62871 | 140093 | 140093 | 81973 |
Largest Losing Trade | -55542 | -54730 | -55542 | -120435 | -120435 | -77883 |
Avg Bars in Trades | 72 | 64 | 80 | 72 | 64 | 80 |
Avg Bars in Winners | 102 | 87 | 116 | 102 | 87 | 116 |
Avg Bars in Losers | 42 | 42 | 43 | 42 | 42 | 43 |
Bars Traded | 4501 | 1994 | 2507 | 4501 | 1994 | 2507 |
Profit Streak | 55.2614 | 55.2614 | 81.2614 | 55.2614 | 55.2614 | 81.2614 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146805 | 445024 | -569281 | -518692 | -141679 | -580050 |
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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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