Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581877.1299 | 468168.2725 | 113708.8574 | 449386.1455 | 642790.7193 | -193404.5738 |
Total P&L (%) | 581.8771 | 468.1683 | 113.7089 | 449.3861 | 642.7907 | -193.4046 |
Avg Daily Profit (%) | 0.2326 | 0.1872 | 0.0455 | 0.0681 | 0.0802 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111600 | -132452 | -166104 | -452957 | -221167 | -696439 |
Profit Factor | 2.0772 | 2.9058 | 1.3861 | 1.3305 | 2.4176 | 0.7866 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 51.6129 | 45.1613 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.9474 | 3.5285 | 1.001 | 1.2474 | 2.9357 | 0.5681 |
Largest Winning Trade | 232262 | 232262 | 64912 | 358701 | 358701 | 108945 |
Largest Losing Trade | -77214 | -41238 | -77214 | -396217 | -77734 | -396217 |
Avg Bars in Trades | 116 | 130 | 101 | 116 | 130 | 101 |
Avg Bars in Winners | 139 | 164 | 120 | 139 | 164 | 120 |
Avg Bars in Losers | 91 | 103 | 74 | 91 | 103 | 74 |
Bars Traded | 7196 | 4054 | 3142 | 7196 | 4054 | 3142 |
Profit Streak | 219.5504 | 219.5504 | 314.5504 | 219.5504 | 219.5504 | 314.5504 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144618 | 436048 | -129212 | -258577 | -81798 | -578405 |
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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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