Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479192.7885 | 331800.8976 | 147391.8909 | 666397.4899 | 77732.3671 | 588665.1228 |
Total P&L (%) | 479.1928 | 331.8009 | 147.3919 | 666.3975 | 77.7324 | 588.6651 |
Avg Daily Profit (%) | 0.2519 | 0.1744 | 0.0775 | 0.1071 | 0.0302 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129457 | -80656 | -111652 | -1321392 | -762851 | -640804 |
Profit Factor | 2.1262 | 2.549 | 1.6976 | 1.2283 | 1.047 | 1.4651 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 51.6129 | 54.8387 | 48.3871 | 51.6129 | 54.8387 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.9933 | 2.0992 | 1.8108 | 1.1515 | 0.8622 | 1.5628 |
Largest Winning Trade | 172339 | 172339 | 57500 | 551470 | 412681 | 551470 |
Largest Losing Trade | -49859 | -36111 | -49859 | -433192 | -433192 | -431554 |
Avg Bars in Trades | 86 | 67 | 105 | 86 | 67 | 105 |
Avg Bars in Winners | 132 | 96 | 172 | 132 | 96 | 172 |
Avg Bars in Losers | 37 | 32 | 42 | 37 | 32 | 42 |
Bars Traded | 5362 | 2093 | 3269 | 5362 | 2093 | 3269 |
Profit Streak | 0 | 0 | 709.8302 | 0 | 0 | 709.8302 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146182 | 462577 | -85993 | -208218 | -322398 | -54583 |
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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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