Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483258.3286 | 427537.9658 | 55720.3628 | 528581.3357 | 346376.4304 | 182204.9053 |
Total P&L (%) | 483.2583 | 427.538 | 55.7204 | 528.5813 | 346.3764 | 182.2049 |
Avg Daily Profit (%) | 0.232 | 0.2052 | 0.0267 | 0.0883 | 0.0718 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176815 | -178173 | -11140 | -1338723 | -1344145 | -58402 |
Profit Factor | 2.288 | 2.2378 | 2.8697 | 1.2687 | 1.1851 | 2.916 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 63.6364 | 60.5263 | 66.6667 | 63.6364 | 60.5263 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3074 | 1.4594 | 1.4348 | 0.725 | 0.7729 | 1.458 |
Largest Winning Trade | 151088 | 151088 | 16102 | 461805 | 461805 | 62699 |
Largest Losing Trade | -72559 | -72559 | -11140 | -777462 | -777462 | -58402 |
Avg Bars in Trades | 260 | 518 | 8 | 260 | 518 | 8 |
Avg Bars in Winners | 128 | 262 | 10 | 128 | 262 | 10 |
Avg Bars in Losers | 490 | 911 | 3 | 490 | 911 | 3 |
Bars Traded | 20037 | 19715 | 322 | 20037 | 19715 | 322 |
Profit Streak | 417.9108 | 417.9108 | 550.9941 | 417.9108 | 417.9108 | 550.9941 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31753 | 459958 | -150311 | -119353 | -113697 | -118516 |
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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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