Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272962.5712 | 313583.146 | -40620.5748 | -35555.4814 | 119802.2731 | -155357.7544 |
Total P&L (%) | 272.9626 | 313.5831 | -40.6206 | -35.5555 | 119.8023 | -155.3578 |
Avg Daily Profit (%) | 0.146 | 0.1678 | -0.0217 | -0.0235 | 0.0421 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -219838 | -120264 | -176776 | -157606 | -28438 | -149834 |
Profit Factor | 1.464 | 2.1194 | 0.8682 | 0.8638 | 2.8229 | 0.2045 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 1.874 | 3.0025 | 1.0017 | 1.1056 | 3.9991 | 0.2359 |
Largest Winning Trade | 201101 | 201101 | 54632 | 93796 | 93796 | 11810 |
Largest Losing Trade | -57417 | -40223 | -57417 | -94260 | -21763 | -94260 |
Avg Bars in Trades | 91 | 79 | 103 | 91 | 79 | 103 |
Avg Bars in Winners | 152 | 134 | 168 | 152 | 134 | 168 |
Avg Bars in Losers | 44 | 40 | 48 | 44 | 40 | 48 |
Bars Traded | 5220 | 2312 | 2908 | 5220 | 2312 | 2908 |
Profit Streak | 74.9975 | 359.6642 | 0 | 74.9975 | 359.6642 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177209 | 335208 | -601555 | -760441 | -133287 | -603222 |
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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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