Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464165.9059 | 414620.5638 | 49545.3421 | 90050.6083 | -42906.4478 | 132957.0561 |
Total P&L (%) | 464.1659 | 414.6206 | 49.5453 | 90.0506 | -42.9064 | 132.9571 |
Avg Daily Profit (%) | 0.2228 | 0.199 | 0.0238 | 0.0308 | -0.0269 | 0.0406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154235 | -156876 | -20534 | -1039909 | -914567 | -181219 |
Profit Factor | 2.0028 | 2.0854 | 1.6126 | 1.0483 | 0.9728 | 1.4585 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 58.0645 | 58.0645 | 58.0645 | 58.0645 | 58.0645 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.4465 | 1.5062 | 1.1647 | 0.7571 | 0.7025 | 1.0534 |
Largest Winning Trade | 280601 | 280601 | 27472 | 508321 | 508321 | 189419 |
Largest Losing Trade | -57069 | -57069 | -16728 | -388063 | -388063 | -129301 |
Avg Bars in Trades | 384 | 745 | 23 | 384 | 745 | 23 |
Avg Bars in Winners | 207 | 388 | 27 | 207 | 388 | 27 |
Avg Bars in Losers | 628 | 1239 | 18 | 628 | 1239 | 18 |
Bars Traded | 23821 | 23099 | 722 | 23821 | 23099 | 722 |
Profit Streak | 152.2632 | 158.2632 | 152.2632 | 152.2632 | 158.2632 | 152.2632 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145980 | 487731 | -158671 | -477279 | -578807 | -135761 |
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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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