Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541688.7914 | 440715.0124 | 100973.779 | 18300.4444 | -614286.9689 | 632587.4133 |
Total P&L (%) | 541.6888 | 440.715 | 100.9738 | 18.3004 | -614.287 | 632.5874 |
Avg Daily Profit (%) | 0.2986 | 0.243 | 0.0557 | 0.0093 | 0 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235389 | -182395 | -83307 | -1576222 | -1294064 | -325306 |
Profit Factor | 2.1551 | 2.4417 | 1.6185 | 1.0083 | 0.5923 | 1.9109 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 47.3684 | 41.3793 | 53.5714 |
Ratio Avg Win / Avg Loss | 2.3946 | 3.4591 | 1.4027 | 1.1203 | 0.8391 | 1.6561 |
Largest Winning Trade | 502564 | 502564 | 63249 | 586276 | 502564 | 586276 |
Largest Losing Trade | -41779 | -41779 | -41162 | -619854 | -619854 | -325306 |
Avg Bars in Trades | 89 | 108 | 69 | 89 | 108 | 69 |
Avg Bars in Winners | 118 | 158 | 86 | 118 | 158 | 86 |
Avg Bars in Losers | 62 | 73 | 48 | 62 | 73 | 48 |
Bars Traded | 5080 | 3148 | 1932 | 5080 | 3148 | 1932 |
Profit Streak | 0 | 0 | 327.0543 | 0 | 0 | 327.0543 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167542 | 332397 | -135800 | -580379 | -584185 | -61473 |
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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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