Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284989.3711 | 48665.9993 | 236323.3718 | 792725.1534 | -59005.9879 | 851731.1412 |
Total P&L (%) | 284.9894 | 48.666 | 236.3234 | 792.7252 | -59.006 | 851.7311 |
Avg Daily Profit (%) | 0.2772 | 0.0473 | 0.2298 | 0.2131 | -0.0867 | 0.2194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58806 | -73042 | -11438 | -416476 | -494755 | -102371 |
Profit Factor | 2.3307 | 1.3415 | 4.2975 | 1.8436 | 0.9193 | 5.0917 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 62.2951 | 51.6129 | 73.3333 | 62.2951 | 51.6129 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.4107 | 1.2577 | 1.5627 | 1.1158 | 0.8619 | 1.8515 |
Largest Winning Trade | 33834 | 28507 | 33834 | 138931 | 123382 | 138931 |
Largest Losing Trade | -36947 | -28709 | -36947 | -192681 | -192681 | -102371 |
Avg Bars in Trades | 61 | 47 | 76 | 61 | 47 | 76 |
Avg Bars in Winners | 54 | 32 | 71 | 54 | 32 | 71 |
Avg Bars in Losers | 73 | 64 | 91 | 73 | 64 | 91 |
Bars Traded | 3778 | 1482 | 2296 | 3778 | 1482 | 2296 |
Profit Streak | 86.07 | 86.07 | 167.57 | 86.07 | 86.07 | 167.57 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151390 | -129685 | 701537 | -152461 | -579647 | 734282 |
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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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