Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515427.0937 | 461771.3704 | 53655.7233 | 379752.0148 | 433761.7878 | -54009.773 |
Total P&L (%) | 515.4271 | 461.7714 | 53.6557 | 379.752 | 433.7618 | -54.0098 |
Avg Daily Profit (%) | 0.2747 | 0.2461 | 0.0286 | 0.0836 | 0.0893 | -0.0414 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115437 | -92334 | -119089 | -167169 | -80533 | -179342 |
Profit Factor | 2.0636 | 2.8642 | 1.2265 | 1.6896 | 2.7262 | 0.8196 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 38.5965 | 34.4828 | 42.8571 | 38.5965 | 34.4828 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2831 | 5.4419 | 1.6354 | 2.6881 | 5.1797 | 1.0928 |
Largest Winning Trade | 217775 | 217775 | 50969 | 193532 | 193532 | 81592 |
Largest Losing Trade | -45634 | -36936 | -45634 | -67583 | -43880 | -67583 |
Avg Bars in Trades | 122 | 106 | 138 | 122 | 106 | 138 |
Avg Bars in Winners | 209 | 198 | 218 | 209 | 198 | 218 |
Avg Bars in Losers | 67 | 58 | 78 | 67 | 58 | 78 |
Bars Traded | 6963 | 3094 | 3868 | 6963 | 3094 | 3868 |
Profit Streak | 82.7307 | 267.9807 | 0 | 82.7307 | 267.9807 | 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 | -171054 | 301081 | -178853 | -261777 | -73655 | -602944 |
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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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