Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591930.8908 | 434890.2033 | 157040.6875 | 1026303.2085 | 1808798.6495 | -782495.441 |
Total P&L (%) | 591.9309 | 434.8902 | 157.0407 | 1026.3032 | 1808.7987 | -782.4954 |
Avg Daily Profit (%) | 0.4351 | 0.3197 | 0.1154 | 0.1782 | 0.217 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101657 | -55212 | -139295 | -1959966 | -739044 | -1982931 |
Profit Factor | 2.4062 | 3.5045 | 1.635 | 1.2671 | 2.274 | 0.677 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 62.1212 | 54.5455 | 69.697 | 62.1212 | 54.5455 | 69.697 |
Ratio Avg Win / Avg Loss | 1.4672 | 2.9204 | 0.7109 | 0.7726 | 1.895 | 0.2944 |
Largest Winning Trade | 208905 | 208905 | 53436 | 958262 | 958262 | 548340 |
Largest Losing Trade | -69979 | -30284 | -69979 | -1304912 | -537041 | -1304912 |
Avg Bars in Trades | 58 | 63 | 54 | 58 | 63 | 54 |
Avg Bars in Winners | 55 | 62 | 49 | 55 | 62 | 49 |
Avg Bars in Losers | 64 | 64 | 64 | 64 | 64 | 64 |
Bars Traded | 3879 | 2083 | 1796 | 3879 | 2083 | 1796 |
Profit Streak | 17.9358 | 88.2691 | 0 | 17.9358 | 88.2691 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112842 | 621680 | -36035 | -120296 | 519799 | -578249 |
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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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