Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830647.4846 | 663647.4133 | 167000.0713 | 985751.4091 | 251122.3556 | 734629.0535 |
Total P&L (%) | 830.6475 | 663.6474 | 167.0001 | 985.7514 | 251.1224 | 734.6291 |
Avg Daily Profit (%) | 0.4459 | 0.3563 | 0.0896 | 0.1281 | 0.0674 | 0.114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136388 | -107466 | -69558 | -1130326 | -1005906 | -602726 |
Profit Factor | 2.7877 | 3.581 | 1.8048 | 1.2763 | 1.1292 | 1.4524 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 44.2623 | 33.3333 | 54.8387 | 44.2623 | 33.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.5105 | 7.162 | 1.4863 | 1.6071 | 2.2583 | 1.1961 |
Largest Winning Trade | 588979 | 588979 | 63125 | 1099410 | 1099410 | 380534 |
Largest Losing Trade | -53276 | -48670 | -53276 | -552705 | -341703 | -552705 |
Avg Bars in Trades | 361 | 303 | 417 | 361 | 303 | 417 |
Avg Bars in Winners | 562 | 521 | 587 | 562 | 521 | 587 |
Avg Bars in Losers | 201 | 194 | 211 | 201 | 194 | 211 |
Bars Traded | 22043 | 9097 | 12946 | 22043 | 9097 | 12946 |
Profit Streak | 15.6337 | 0 | 55.8837 | 15.6337 | 0 | 55.8837 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152190 | 345552 | -69812 | -188183 | -186744 | -38268 |
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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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