Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595559.8781 | 562953.8021 | 32606.076 | 201661.3206 | 560357.5688 | -358696.2482 |
Total P&L (%) | 595.5599 | 562.9538 | 32.6061 | 201.6613 | 560.3576 | -358.6962 |
Avg Daily Profit (%) | 0.3012 | 0.2847 | 0.0165 | 0.0559 | 0.0955 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108487 | -132721 | -108389 | -1056686 | -624626 | -734374 |
Profit Factor | 2.0126 | 2.7789 | 1.12 | 1.08 | 1.4043 | 0.684 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 55.5556 | 54.8387 | 56.25 | 55.5556 | 54.8387 | 56.25 |
Ratio Avg Win / Avg Loss | 1.6101 | 2.2885 | 0.8711 | 0.864 | 1.1565 | 0.532 |
Largest Winning Trade | 281575 | 281575 | 60072 | 892223 | 892223 | 187363 |
Largest Losing Trade | -63990 | -63990 | -60737 | -734374 | -511025 | -734374 |
Avg Bars in Trades | 55 | 86 | 26 | 55 | 86 | 26 |
Avg Bars in Winners | 50 | 74 | 28 | 50 | 74 | 28 |
Avg Bars in Losers | 62 | 101 | 24 | 62 | 101 | 24 |
Bars Traded | 3518 | 2676 | 842 | 3518 | 2676 | 842 |
Profit Streak | 487.0868 | 505.0868 | 487.0868 | 487.0868 | 505.0868 | 487.0868 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136592 | 548510 | -262229 | -401870 | -63163 | -579138 |
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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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