Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490515.4353 | 459237.4313 | 31278.004 | -59772.4644 | 59289.9632 | -119062.4275 |
Total P&L (%) | 490.5154 | 459.2374 | 31.278 | -59.7725 | 59.29 | -119.0624 |
Avg Daily Profit (%) | 0.2086 | 0.1953 | 0.0133 | -0.0387 | 0.0198 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120276 | -155917 | -190281 | -134746 | -49406 | -180360 |
Profit Factor | 1.8075 | 2.4349 | 1.1088 | 0.8125 | 1.5047 | 0.4084 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 52.2388 | 48.4848 | 55.8824 | 52.2388 | 48.4848 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.6526 | 2.5871 | 0.8754 | 0.7428 | 1.5988 | 0.3225 |
Largest Winning Trade | 326903 | 326903 | 34277 | 55599 | 55599 | 20195 |
Largest Losing Trade | -92454 | -45629 | -92454 | -105429 | -49406 | -105429 |
Avg Bars in Trades | 129 | 190 | 69 | 129 | 190 | 69 |
Avg Bars in Winners | 130 | 179 | 89 | 130 | 179 | 89 |
Avg Bars in Losers | 127 | 201 | 44 | 127 | 201 | 44 |
Bars Traded | 8658 | 6286 | 2372 | 8658 | 6286 | 2372 |
Profit Streak | 175.3571 | 175.3571 | 380.8571 | 175.3571 | 175.3571 | 380.8571 |
Trades During Streak | 9 | 4 | 6 | 9 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108064 | 467628 | -278414 | -699965 | -163905 | -578633 |
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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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