Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457285.2891 | 1325086.6036 | 132198.6855 | 907730.6536 | 1204660.0888 | -296929.4352 |
Total P&L (%) | 1457.2853 | 1325.0866 | 132.1987 | 907.7307 | 1204.6601 | -296.9294 |
Avg Daily Profit (%) | 0.6104 | 0.555 | 0.0554 | 0.0968 | 0.1076 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139228 | -91538 | -73666 | -3618082 | -2494956 | -1839947 |
Profit Factor | 3.4932 | 5.703 | 1.4367 | 1.1088 | 1.3152 | 0.9344 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 26 | 16 | 10 | 26 | 16 | 10 |
Profitability (%) | 55.1724 | 44.8276 | 65.5172 | 55.1724 | 44.8276 | 65.5172 |
Ratio Avg Win / Avg Loss | 2.8382 | 7.019 | 0.7561 | 0.9009 | 1.6187 | 0.4918 |
Largest Winning Trade | 888801 | 888801 | 65369 | 2559025 | 2559025 | 776841 |
Largest Losing Trade | -69653 | -69653 | -68023 | -1895729 | -1895729 | -1427654 |
Avg Bars in Trades | 77 | 69 | 86 | 77 | 69 | 86 |
Avg Bars in Winners | 103 | 105 | 102 | 103 | 105 | 102 |
Avg Bars in Losers | 46 | 40 | 55 | 46 | 40 | 55 |
Bars Traded | 4522 | 2018 | 2504 | 4522 | 2018 | 2504 |
Profit Streak | 125.1673 | 125.1673 | 313.6673 | 125.1673 | 125.1673 | 313.6673 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159216 | 657889 | -116423 | -343301 | -48689 | -577475 |
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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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