Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494047.627 | 368042.1082 | 126005.5188 | -137415.2853 | 229001.4901 | -366416.7754 |
Total P&L (%) | 494.0476 | 368.0421 | 126.0055 | -137.4153 | 229.0015 | -366.4168 |
Avg Daily Profit (%) | 0.227 | 0.1691 | 0.0579 | 0 | 0.0547 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101585 | -115881 | -101585 | -493044 | -75905 | -441675 |
Profit Factor | 2.0555 | 2.717 | 1.4966 | 0.7877 | 2.8666 | 0.3014 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 15 | 21 | 26 | 16 | 10 |
Losing Trades | 26 | 16 | 10 | 36 | 15 | 21 |
Profitability (%) | 58.0645 | 48.3871 | 67.7419 | 41.9355 | 51.6129 | 32.2581 |
Ratio Avg Win / Avg Loss | 1.4845 | 2.8981 | 0.7127 | 1.0906 | 2.6874 | 0.6329 |
Largest Winning Trade | 168696 | 168696 | 43706 | 218748 | 218748 | 44343 |
Largest Losing Trade | -101585 | -34857 | -101585 | -365985 | -32401 | -365985 |
Avg Bars in Trades | 63 | 81 | 46 | 63 | 81 | 46 |
Avg Bars in Winners | 50 | 52 | 49 | 88 | 116 | 44 |
Avg Bars in Losers | 82 | 107 | 41 | 45 | 43 | 47 |
Bars Traded | 3959 | 2511 | 1448 | 3959 | 2511 | 1448 |
Profit Streak | 122.7663 | 122.7663 | 148.2663 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145454 | 447811 | -112773 | -741025 | -114189 | -587717 |
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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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