Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620731.7169 | 441472.0841 | 179259.6329 | 854943.4322 | 558026.4277 | 296917.0045 |
Total P&L (%) | 620.7317 | 441.4721 | 179.2596 | 854.9434 | 558.0264 | 296.917 |
Avg Daily Profit (%) | 0.4184 | 0.2975 | 0.1208 | 0.1522 | 0.1271 | 0.093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109699 | -73800 | -77191 | -2444267 | -1321943 | -1443624 |
Profit Factor | 2.53 | 3.1707 | 1.8859 | 1.1672 | 1.2479 | 1.1038 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 46.875 | 51.6129 | 49.2063 | 46.875 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.6116 | 3.5935 | 1.768 | 1.2049 | 1.4143 | 1.0348 |
Largest Winning Trade | 373766 | 373766 | 70838 | 1348898 | 1348898 | 807326 |
Largest Losing Trade | -47502 | -31658 | -47502 | -832574 | -526653 | -832574 |
Avg Bars in Trades | 90 | 67 | 114 | 90 | 67 | 114 |
Avg Bars in Winners | 129 | 94 | 161 | 129 | 94 | 161 |
Avg Bars in Losers | 52 | 42 | 64 | 52 | 42 | 64 |
Bars Traded | 5698 | 2151 | 3547 | 5698 | 2151 | 3547 |
Profit Streak | 21.2116 | 30.9616 | 21.2116 | 21.2116 | 30.9616 | 21.2116 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135113 | 513611 | -27419 | -178790 | -23456 | -174547 |
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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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