Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451542.0772 | 349176.4992 | 102365.578 | 58838.6409 | 264098.6886 | -205260.0477 |
Total P&L (%) | 451.5421 | 349.1765 | 102.3656 | 58.8386 | 264.0987 | -205.26 |
Avg Daily Profit (%) | 0.239 | 0.1848 | 0.0542 | 0.0245 | 0.0684 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122060 | -45339 | -155290 | -283056 | -50313 | -358410 |
Profit Factor | 1.9467 | 2.919 | 1.347 | 1.0916 | 3.4762 | 0.6168 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 75 | 75 | 75 | 75 | 75 | 75 |
Ratio Avg Win / Avg Loss | 0.6489 | 0.973 | 0.449 | 0.3639 | 1.1587 | 0.2056 |
Largest Winning Trade | 115559 | 115559 | 42759 | 97292 | 97292 | 86518 |
Largest Losing Trade | -92461 | -45339 | -92461 | -271867 | -34300 | -271867 |
Avg Bars in Trades | 55 | 60 | 51 | 55 | 60 | 51 |
Avg Bars in Winners | 43 | 48 | 38 | 43 | 48 | 38 |
Avg Bars in Losers | 92 | 95 | 89 | 92 | 95 | 89 |
Bars Traded | 3560 | 1922 | 1638 | 3560 | 1922 | 1638 |
Profit Streak | 213.7483 | 213.7483 | 327.7483 | 213.7483 | 213.7483 | 327.7483 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129927 | 534743 | -117252 | -421112 | -91481 | -576163 |
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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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