Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 539426.6484 | 461273.5442 | 78153.1041 | 288078.6499 | 384014.3207 | -95935.6709 |
Total P&L (%) | 539.4266 | 461.2735 | 78.1531 | 288.0787 | 384.0143 | -95.9357 |
Avg Daily Profit (%) | 0.2155 | 0.1843 | 0.0312 | 0.0542 | 0.063 | -0.1279 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170255 | -159573 | -84077 | -1100526 | -702770 | -563450 |
Profit Factor | 2.0268 | 2.7057 | 1.3066 | 1.1409 | 1.3773 | 0.9065 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 40.9091 | 39.3939 | 42.4242 | 40.9091 | 39.3939 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.9276 | 4.1626 | 1.7732 | 1.648 | 2.1189 | 1.2303 |
Largest Winning Trade | 393133 | 393133 | 54215 | 470193 | 470193 | 319760 |
Largest Losing Trade | -31264 | -25946 | -31264 | -162544 | -144782 | -162544 |
Avg Bars in Trades | 144 | 131 | 158 | 144 | 131 | 158 |
Avg Bars in Winners | 238 | 233 | 243 | 238 | 233 | 243 |
Avg Bars in Losers | 80 | 65 | 95 | 80 | 65 | 95 |
Bars Traded | 9567 | 4341 | 5226 | 9567 | 4341 | 5226 |
Profit Streak | 0 | 0 | 259.5101 | 0 | 0 | 259.5101 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120290 | 305975 | -151943 | -317262 | -111267 | -581111 |
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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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