Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466330.41 | 379384.8425 | 86945.5675 | 468335.4467 | 21530.4796 | 446804.9672 |
Total P&L (%) | 466.3304 | 379.3848 | 86.9456 | 468.3354 | 21.5305 | 446.805 |
Avg Daily Profit (%) | 0.2438 | 0.1984 | 0.0455 | 0.0909 | 0.0102 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105622 | -72111 | -62102 | -997871 | -818255 | -415162 |
Profit Factor | 2.0476 | 2.7888 | 1.3731 | 1.1376 | 1.012 | 1.2772 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 43.5484 | 38.7097 | 48.3871 | 43.5484 | 38.7097 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.6544 | 4.4157 | 1.4646 | 1.4747 | 1.6024 | 1.3623 |
Largest Winning Trade | 232966 | 232966 | 55881 | 470444 | 470444 | 382420 |
Largest Losing Trade | -45670 | -26323 | -45670 | -307080 | -291689 | -307080 |
Avg Bars in Trades | 179 | 162 | 196 | 179 | 162 | 196 |
Avg Bars in Winners | 288 | 274 | 299 | 288 | 274 | 299 |
Avg Bars in Losers | 95 | 91 | 99 | 95 | 91 | 99 |
Bars Traded | 11114 | 5022 | 6092 | 11114 | 5022 | 6092 |
Profit Streak | 0 | 0 | 119.2549 | 0 | 0 | 119.2549 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149398 | 305966 | -131368 | -302067 | -395706 | -74075 |
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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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