Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436978.5047 | 182189.4109 | 254789.0938 | 1314228.3862 | 841867.1809 | 472361.2052 |
Total P&L (%) | 436.9785 | 182.1894 | 254.7891 | 1314.2284 | 841.8672 | 472.3612 |
Avg Daily Profit (%) | 0.4273 | 0.1782 | 0.2491 | 0.2594 | 0.2195 | 0.1707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77534 | -64016 | -69973 | -2038742 | -844803 | -1350336 |
Profit Factor | 2.341 | 2.0615 | 2.6522 | 1.3153 | 1.5082 | 1.1881 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 16 | 10 | 6 | 16 | 10 | 6 |
Profitability (%) | 74.1935 | 67.7419 | 80.6452 | 74.1935 | 67.7419 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.8143 | 0.9817 | 0.6365 | 0.4575 | 0.7182 | 0.2851 |
Largest Winning Trade | 41417 | 41283 | 41417 | 448042 | 448042 | 414166 |
Largest Losing Trade | -69973 | -39469 | -69973 | -1270760 | -565112 | -1270760 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 40 | 37 | 42 | 40 | 37 | 42 |
Avg Bars in Losers | 63 | 64 | 63 | 63 | 64 | 63 |
Bars Traded | 2868 | 1432 | 1436 | 2868 | 1432 | 1436 |
Profit Streak | 19.2683 | 0 | 38.2683 | 19.2683 | 0 | 38.2683 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143560 | 390073 | 532060 | -147748 | 365547 | -3441 |
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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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