Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541999.3768 | 459318.5977 | 82680.7792 | -993570.4663 | 241322.5353 | -1234893.0015 |
Total P&L (%) | 541.9994 | 459.3186 | 82.6808 | -993.5705 | 241.3225 | -1234.893 |
Avg Daily Profit (%) | 0.3639 | 0.3084 | 0.0555 | 0 | 0.0825 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228521 | -141896 | -171502 | -1976042 | -777521 | -1942252 |
Profit Factor | 2.0436 | 2.4999 | 1.3879 | 0.7369 | 1.1478 | 0.4239 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 16 | 22 | 27 | 13 | 14 |
Losing Trades | 23 | 15 | 8 | 34 | 18 | 16 |
Profitability (%) | 62.2951 | 51.6129 | 73.3333 | 44.2623 | 41.9355 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.2369 | 2.3436 | 0.5047 | 0.9279 | 1.5893 | 0.4845 |
Largest Winning Trade | 408502 | 408502 | 44754 | 481351 | 481351 | 206605 |
Largest Losing Trade | -171502 | -61566 | -171502 | -1358082 | -374959 | -1358082 |
Avg Bars in Trades | 141 | 162 | 120 | 141 | 162 | 120 |
Avg Bars in Winners | 134 | 129 | 138 | 176 | 184 | 169 |
Avg Bars in Losers | 154 | 198 | 71 | 114 | 147 | 77 |
Bars Traded | 8649 | 5042 | 3607 | 8649 | 5042 | 3607 |
Profit Streak | 74.4798 | 102.6465 | 74.4798 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150722 | 534128 | -115897 | -749009 | -142845 | -582121 |
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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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