Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536992.012 | 398923.7199 | 138068.2922 | 494940.0659 | 391763.1956 | 103176.8704 |
Total P&L (%) | 536.992 | 398.9237 | 138.0683 | 494.9401 | 391.7632 | 103.1769 |
Avg Daily Profit (%) | 0.2342 | 0.174 | 0.0602 | 0.0778 | 0.0695 | 0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92650 | -126609 | -107273 | -216442 | -267723 | -281483 |
Profit Factor | 1.8947 | 2.1378 | 1.5531 | 1.3947 | 1.5547 | 1.1884 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 50.8197 | 45.1613 | 56.6667 | 50.8197 | 45.1613 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.8335 | 2.5959 | 1.1877 | 1.3497 | 1.8878 | 0.9088 |
Largest Winning Trade | 172250 | 172250 | 56150 | 196578 | 196578 | 102035 |
Largest Losing Trade | -51705 | -51705 | -44133 | -95402 | -87506 | -95402 |
Avg Bars in Trades | 143 | 166 | 119 | 143 | 166 | 119 |
Avg Bars in Winners | 179 | 217 | 148 | 179 | 217 | 148 |
Avg Bars in Losers | 106 | 124 | 82 | 106 | 124 | 82 |
Bars Traded | 8750 | 5167 | 3583 | 8750 | 5167 | 3583 |
Profit Streak | 245.3423 | 245.3423 | 252.3423 | 245.3423 | 245.3423 | 252.3423 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152590 | 378528 | -109113 | -252936 | -98363 | -164712 |
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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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