Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 339137.8672 | 310508.0218 | 28629.8454 | 11861.2895 | -114884.2465 | 126745.536 |
Total P&L (%) | 339.1379 | 310.508 | 28.6298 | 11.8613 | -114.8842 | 126.7455 |
Avg Daily Profit (%) | 0.1628 | 0.1491 | 0.0137 | 0.0054 | 0 | 0.0393 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179860 | -165576 | -18181 | -735286 | -723790 | -39011 |
Profit Factor | 1.8057 | 1.826 | 1.6364 | 1.0102 | 0.8938 | 2.5339 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 47.8261 | 47.0588 | 48.5714 | 47.8261 | 47.0588 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.9699 | 2.0543 | 1.7326 | 1.102 | 1.0055 | 2.683 |
Largest Winning Trade | 325314 | 325314 | 9947 | 453799 | 453799 | 68271 |
Largest Losing Trade | -60985 | -60985 | -7967 | -298827 | -298827 | -18764 |
Avg Bars in Trades | 355 | 706 | 15 | 355 | 706 | 15 |
Avg Bars in Winners | 516 | 1049 | 15 | 516 | 1049 | 15 |
Avg Bars in Losers | 208 | 401 | 15 | 208 | 401 | 15 |
Bars Traded | 24549 | 24006 | 543 | 24549 | 24006 | 543 |
Profit Streak | 0 | 110.8176 | 0 | 0 | 110.8176 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96394 | 318275 | -174900 | -609944 | -579709 | -135844 |
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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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