Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282262.9928 | 6495.1653 | 275767.8275 | 429848.6069 | -63867.7361 | 493716.343 |
Total P&L (%) | 282.263 | 6.4952 | 275.7678 | 429.8486 | -63.8677 | 493.7163 |
Avg Daily Profit (%) | 0.1831 | 0.0042 | 0.1788 | 0.1082 | -0.066 | 0.1156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37684 | -54135 | -36647 | -160405 | -264979 | -71132 |
Profit Factor | 1.9716 | 1.0359 | 3.5181 | 1.6413 | 0.863 | 3.4209 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 53.2258 | 48.3871 | 58.0645 | 53.2258 | 48.3871 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.7326 | 1.1049 | 2.5408 | 1.4424 | 0.9206 | 2.4707 |
Largest Winning Trade | 72360 | 30857 | 72360 | 203087 | 85897 | 203087 |
Largest Losing Trade | -33876 | -33876 | -23805 | -160405 | -160405 | -62830 |
Avg Bars in Trades | 143 | 57 | 229 | 143 | 57 | 229 |
Avg Bars in Winners | 196 | 46 | 321 | 196 | 46 | 321 |
Avg Bars in Losers | 83 | 68 | 101 | 83 | 68 | 101 |
Bars Traded | 8896 | 1792 | 7104 | 8896 | 1792 | 7104 |
Profit Streak | 70.1205 | 0 | 315.6205 | 70.1205 | 0 | 315.6205 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146301 | -534687 | 593989 | -204076 | -581445 | -29804 |
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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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