Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360022.4681 | 310296.0159 | 49726.4522 | 3169.1074 | 513380.9138 | -510211.8065 |
Total P&L (%) | 360.0225 | 310.296 | 49.7265 | 3.1691 | 513.3809 | -510.2118 |
Avg Daily Profit (%) | 0.1634 | 0.1409 | 0.0226 | 0.0014 | 0.0824 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -240094 | -139838 | -121614 | -1413060 | -467328 | -1044369 |
Profit Factor | 1.4502 | 1.718 | 1.1353 | 1.001 | 1.4541 | 0.735 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 67 | 28 | 39 | 67 | 28 | 39 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 53.1746 | 44.4444 | 61.9048 | 53.1746 | 44.4444 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.2771 | 2.1475 | 0.6987 | 0.8815 | 1.8176 | 0.4523 |
Largest Winning Trade | 172093 | 172093 | 52302 | 418810 | 247168 | 418810 |
Largest Losing Trade | -61946 | -57717 | -61946 | -800299 | -182190 | -800299 |
Avg Bars in Trades | 66 | 87 | 44 | 66 | 87 | 44 |
Avg Bars in Winners | 59 | 75 | 48 | 59 | 75 | 48 |
Avg Bars in Losers | 72 | 96 | 38 | 72 | 96 | 38 |
Bars Traded | 8317 | 5489 | 2828 | 8317 | 5489 | 2828 |
Profit Streak | 44.9612 | 0 | 55.9612 | 44.9612 | 0 | 55.9612 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346013 | -150866 | -381980 | -576448 | -229547 | -725353 |
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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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