Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610110.9589 | 430827.5086 | 179283.4502 | 1563016.3129 | 45725.7649 | 1517290.548 |
Total P&L (%) | 610.111 | 430.8275 | 179.2835 | 1563.0163 | 45.7258 | 1517.2905 |
Avg Daily Profit (%) | 0.3207 | 0.2265 | 0.0942 | 0.1479 | 0.0198 | 0.1464 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118371 | -126417 | -59929 | -2185702 | -2477578 | -788576 |
Profit Factor | 2.5271 | 2.8344 | 2.0888 | 1.2669 | 1.012 | 1.7361 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 48.2759 | 44.8276 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.7076 | 3.4885 | 1.9496 | 1.3574 | 1.2456 | 1.6204 |
Largest Winning Trade | 203638 | 203638 | 57547 | 1574839 | 1574839 | 1019061 |
Largest Losing Trade | -37102 | -37102 | -26802 | -981013 | -981013 | -440847 |
Avg Bars in Trades | 92 | 76 | 108 | 92 | 76 | 108 |
Avg Bars in Winners | 143 | 128 | 157 | 143 | 128 | 157 |
Avg Bars in Losers | 44 | 34 | 55 | 44 | 34 | 55 |
Bars Traded | 5362 | 2223 | 3139 | 5362 | 2223 | 3139 |
Profit Streak | 0 | 0 | 591.9288 | 0 | 0 | 591.9288 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166283 | 402885 | -62424 | -175495 | -377465 | 247624 |
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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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