Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475527.6042 | 445217.0141 | 30310.5901 | 165602.1248 | 402887.8744 | -237285.7496 |
Total P&L (%) | 475.5276 | 445.217 | 30.3106 | 165.6021 | 402.8879 | -237.2858 |
Avg Daily Profit (%) | 0.2075 | 0.1943 | 0.0132 | 0.0426 | 0.0705 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136504 | -119279 | -99699 | -639107 | -426935 | -434308 |
Profit Factor | 1.8936 | 2.6701 | 1.1141 | 1.0922 | 1.4509 | 0.7373 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 40.3509 | 37.931 | 42.8571 | 40.3509 | 37.931 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7992 | 4.3693 | 1.4855 | 1.6145 | 2.3741 | 0.9831 |
Largest Winning Trade | 286792 | 286792 | 57134 | 574662 | 574662 | 128456 |
Largest Losing Trade | -36130 | -30911 | -36130 | -222285 | -118525 | -222285 |
Avg Bars in Trades | 112 | 107 | 117 | 112 | 107 | 117 |
Avg Bars in Winners | 186 | 177 | 195 | 186 | 177 | 195 |
Avg Bars in Losers | 62 | 64 | 60 | 62 | 64 | 60 |
Bars Traded | 6413 | 3110 | 3303 | 6413 | 3110 | 3303 |
Profit Streak | 79.3863 | 242.053 | 0 | 79.3863 | 242.053 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171414 | 320005 | -297083 | -436697 | -100457 | -604611 |
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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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