Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499586.0477 | 225781.3758 | 273804.672 | 2279840.3491 | 1023928.7527 | 1255911.5964 |
Total P&L (%) | 499.586 | 225.7814 | 273.8047 | 2279.8403 | 1023.9288 | 1255.9116 |
Avg Daily Profit (%) | 0.4877 | 0.2204 | 0.2673 | 0.3099 | 0.2365 | 0.2548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68720 | -68943 | -77137 | -227120 | -237483 | -199949 |
Profit Factor | 2.4035 | 1.9277 | 3.4325 | 3.5699 | 2.6148 | 5.9629 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 61.2903 | 51.6129 | 70.9677 | 61.2903 | 51.6129 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.518 | 1.8072 | 1.4042 | 2.2546 | 2.4514 | 2.4394 |
Largest Winning Trade | 117074 | 117074 | 35202 | 591834 | 591834 | 359368 |
Largest Losing Trade | -49484 | -36100 | -49484 | -140401 | -140401 | -138251 |
Avg Bars in Trades | 91 | 103 | 80 | 91 | 103 | 80 |
Avg Bars in Winners | 70 | 73 | 68 | 70 | 73 | 68 |
Avg Bars in Losers | 125 | 134 | 109 | 125 | 134 | 109 |
Bars Traded | 5685 | 3196 | 2489 | 5685 | 3196 | 2489 |
Profit Streak | 15.1524 | 0 | 285.1524 | 15.1524 | 0 | 285.1524 |
Trades During Streak | 1 | 0 | 9 | 1 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141792 | 418511 | 641033 | -140727 | 486190 | 761909 |
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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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