Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425910.1628 | 459338.2548 | -33428.092 | 41944.6618 | 210024.2416 | -168079.5798 |
Total P&L (%) | 425.9102 | 459.3383 | -33.4281 | 41.9447 | 210.0242 | -168.0796 |
Avg Daily Profit (%) | 0.2279 | 0.2458 | -0.0179 | 0.0187 | 0.0606 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223862 | -99034 | -186545 | -246176 | -88105 | -179203 |
Profit Factor | 1.699 | 2.6029 | 0.8964 | 1.1118 | 2.562 | 0.3016 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 36.0656 | 38.7097 | 33.3333 | 36.0656 | 38.7097 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.0119 | 4.1212 | 1.7928 | 1.9709 | 4.0565 | 0.6032 |
Largest Winning Trade | 226437 | 226437 | 56399 | 173985 | 173985 | 23951 |
Largest Losing Trade | -45633 | -45633 | -42828 | -71865 | -43776 | -71865 |
Avg Bars in Trades | 86 | 80 | 92 | 86 | 80 | 92 |
Avg Bars in Winners | 142 | 130 | 157 | 142 | 130 | 157 |
Avg Bars in Losers | 54 | 48 | 59 | 54 | 48 | 59 |
Bars Traded | 5248 | 2481 | 2767 | 5248 | 2481 | 2767 |
Profit Streak | 74.5301 | 353.8635 | 0 | 74.5301 | 353.8635 | 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 | -160059 | 355991 | -584529 | -437415 | -110251 | -587306 |
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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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