Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351616.0107 | 106267.7098 | 245348.3009 | 838611.3752 | 47602.7448 | 791008.6305 |
Total P&L (%) | 351.616 | 106.2677 | 245.3483 | 838.6114 | 47.6027 | 791.0086 |
Avg Daily Profit (%) | 0.2331 | 0.0705 | 0.1627 | 0.1486 | 0.0258 | 0.1451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75699 | -50059 | -64029 | -1263612 | -906701 | -1030326 |
Profit Factor | 2.498 | 1.8 | 3.4082 | 1.2796 | 1.0309 | 1.5416 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 72.4138 | 62.069 | 82.7586 | 72.4138 | 62.069 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.9516 | 1.1 | 0.71 | 0.4875 | 0.63 | 0.3212 |
Largest Winning Trade | 55370 | 55370 | 50640 | 350481 | 350481 | 350420 |
Largest Losing Trade | -64029 | -35056 | -64029 | -1030326 | -751412 | -1030326 |
Avg Bars in Trades | 69 | 63 | 75 | 69 | 63 | 75 |
Avg Bars in Winners | 59 | 36 | 76 | 59 | 36 | 76 |
Avg Bars in Losers | 95 | 107 | 68 | 95 | 107 | 68 |
Bars Traded | 4017 | 1841 | 2176 | 4017 | 1841 | 2176 |
Profit Streak | 35.4454 | 0 | 71.112 | 35.4454 | 0 | 71.112 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166163 | -95055 | 565272 | -172057 | -346582 | 203284 |
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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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