Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275596.879 | 201611.0795 | 73985.7995 | 8421.2085 | 92062.0849 | -83640.8765 |
Total P&L (%) | 275.5969 | 201.6111 | 73.9858 | 8.4212 | 92.0621 | -83.6409 |
Avg Daily Profit (%) | 0.2022 | 0.1479 | 0.0543 | 0.0059 | 0.0479 | -0.1327 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124589 | -75982 | -74501 | -546478 | -336595 | -241531 |
Profit Factor | 1.5526 | 1.7659 | 1.3141 | 1.0067 | 1.1341 | 0.8522 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 60.3175 | 51.6129 | 68.75 | 60.3175 | 51.6129 | 68.75 |
Ratio Avg Win / Avg Loss | 1.0214 | 1.6555 | 0.5973 | 0.6623 | 1.0632 | 0.3874 |
Largest Winning Trade | 179532 | 179532 | 70291 | 273354 | 273354 | 86628 |
Largest Losing Trade | -47535 | -35226 | -47535 | -207228 | -207228 | -131730 |
Avg Bars in Trades | 82 | 88 | 75 | 82 | 88 | 75 |
Avg Bars in Winners | 78 | 73 | 81 | 78 | 73 | 81 |
Avg Bars in Losers | 87 | 103 | 64 | 87 | 103 | 64 |
Bars Traded | 5170 | 2739 | 2431 | 5170 | 2739 | 2431 |
Profit Streak | 76.7366 | 110.7366 | 76.7366 | 76.7366 | 110.7366 | 76.7366 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138880 | 333049 | -118170 | -713619 | -200435 | -577008 |
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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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