Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781602.7054 | 682324.4987 | 99278.2067 | -1097888.9844 | -507908.2303 | -589980.7541 |
Total P&L (%) | 781.6027 | 682.3245 | 99.2782 | -1097.889 | -507.9082 | -589.9808 |
Avg Daily Profit (%) | 0.416 | 0.3632 | 0.0528 | 0 | 0 | 0 |
Buy And Hold Return (%) | 130.177 | 130.177 | 130.177 | 130.177 | 130.177 | 130.177 |
Max Trade Drawdown | -251398 | -140126 | -183284 | -1533808 | -869443 | -664364 |
Profit Factor | 2.3396 | 3.359 | 1.3374 | 0.3551 | 0.4852 | 0.1757 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 14 | 18 | 24 | 16 | 8 |
Losing Trades | 29 | 16 | 13 | 37 | 14 | 23 |
Profitability (%) | 52.459 | 46.6667 | 58.0645 | 39.3443 | 53.3333 | 25.8065 |
Ratio Avg Win / Avg Loss | 2.1202 | 3.8389 | 0.9659 | 0.5474 | 0.4245 | 0.505 |
Largest Winning Trade | 316708 | 316708 | 49453 | 227920 | 227920 | 94037 |
Largest Losing Trade | -119022 | -48226 | -119022 | -399196 | -399196 | -169846 |
Avg Bars in Trades | 85 | 93 | 78 | 85 | 93 | 78 |
Avg Bars in Winners | 100 | 110 | 91 | 81 | 93 | 55 |
Avg Bars in Losers | 70 | 78 | 59 | 89 | 93 | 86 |
Bars Traded | 5237 | 2806 | 2431 | 5237 | 2806 | 2431 |
Profit Streak | 359.8078 | 359.8078 | 372.1411 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150584 | 528548 | -287111 | -751199 | -580393 | -607078 |
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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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