Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387141.0222 | 150116.214 | 237024.8081 | 496029.0043 | -211466.9408 | 707495.9451 |
Total P&L (%) | 387.141 | 150.1162 | 237.0248 | 496.029 | -211.4669 | 707.4959 |
Avg Daily Profit (%) | 0.2552 | 0.099 | 0.1562 | 0.1177 | 0 | 0.1378 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93167 | -90805 | -34442 | -475104 | -577373 | -303327 |
Profit Factor | 2.2945 | 1.7891 | 3.1779 | 1.3588 | 0.7509 | 2.3253 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 24 | 6 | 18 | 24 | 6 | 18 |
Losing Trades | 38 | 25 | 13 | 38 | 25 | 13 |
Profitability (%) | 38.7097 | 19.3548 | 58.0645 | 38.7097 | 19.3548 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.6329 | 7.4545 | 2.2952 | 2.1514 | 3.1286 | 1.6794 |
Largest Winning Trade | 264463 | 264463 | 54967 | 434528 | 434528 | 298761 |
Largest Losing Trade | -23570 | -23570 | -19317 | -126267 | -126267 | -109752 |
Avg Bars in Trades | 44 | 30 | 58 | 44 | 30 | 58 |
Avg Bars in Winners | 80 | 84 | 78 | 80 | 84 | 78 |
Avg Bars in Losers | 21 | 17 | 29 | 21 | 17 | 29 |
Bars Traded | 2738 | 934 | 1804 | 2738 | 934 | 1804 |
Profit Streak | 0 | 0 | 75.0391 | 0 | 0 | 75.0391 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150706 | -112207 | 535818 | -197428 | -632735 | -2683 |
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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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