Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 513248.9208 | 400823.5015 | 112425.4194 | 1185288.8805 | 683181.6588 | 502107.2218 |
Total P&L (%) | 513.2489 | 400.8235 | 112.4254 | 1185.2889 | 683.1817 | 502.1072 |
Avg Daily Profit (%) | 0.2238 | 0.1748 | 0.049 | 0.1114 | 0.0898 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56360 | -43662 | -27511 | -948457 | -700133 | -248324 |
Profit Factor | 3.1949 | 3.7523 | 2.2746 | 1.759 | 1.6394 | 2.0179 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 33.3333 | 34.4828 | 32.1429 | 33.3333 | 34.4828 | 32.1429 |
Ratio Avg Win / Avg Loss | 6.3899 | 7.1294 | 4.802 | 3.5179 | 3.1149 | 4.2601 |
Largest Winning Trade | 272991 | 272991 | 79253 | 1063866 | 1063866 | 254676 |
Largest Losing Trade | -33820 | -33820 | -10894 | -192735 | -192735 | -119020 |
Avg Bars in Trades | 111 | 100 | 123 | 111 | 100 | 123 |
Avg Bars in Winners | 276 | 242 | 314 | 276 | 242 | 314 |
Avg Bars in Losers | 29 | 25 | 33 | 29 | 25 | 33 |
Bars Traded | 6369 | 2910 | 3459 | 6369 | 2910 | 3459 |
Profit Streak | 84.2282 | 88.8948 | 0 | 84.2282 | 88.8948 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171353 | 315152 | -151121 | -226231 | -75117 | -112153 |
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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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