Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583456.2838 | 505635.7236 | 77820.5601 | 57393.4808 | 661697.4396 | -604303.9588 |
Total P&L (%) | 583.4563 | 505.6357 | 77.8206 | 57.3935 | 661.6974 | -604.304 |
Avg Daily Profit (%) | 0.2684 | 0.2326 | 0.0358 | 0.0209 | 0.0934 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158332 | -136348 | -93428 | -1333133 | -858079 | -1198024 |
Profit Factor | 2.1432 | 3.298 | 1.268 | 1.0158 | 1.4978 | 0.7377 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 59.6774 | 51.6129 | 67.7419 | 59.6774 | 51.6129 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.4481 | 3.0919 | 0.6038 | 0.6864 | 1.4042 | 0.3513 |
Largest Winning Trade | 412954 | 412954 | 49229 | 722970 | 722970 | 378718 |
Largest Losing Trade | -71510 | -45162 | -71510 | -1018737 | -599477 | -1018737 |
Avg Bars in Trades | 63 | 52 | 75 | 63 | 52 | 75 |
Avg Bars in Winners | 70 | 54 | 82 | 70 | 54 | 82 |
Avg Bars in Losers | 54 | 50 | 60 | 54 | 50 | 60 |
Bars Traded | 3965 | 1631 | 2334 | 3965 | 1631 | 2334 |
Profit Streak | 0 | 0 | 194.7933 | 0 | 0 | 194.7933 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145657 | 532460 | -143184 | -527886 | -66344 | -577105 |
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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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