Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227753.0447 | 233478.1576 | -5725.113 | -45929.5684 | -24095.3721 | -21834.1963 |
Total P&L (%) | 227.753 | 233.4782 | -5.7251 | -45.9296 | -24.0954 | -21.8342 |
Avg Daily Profit (%) | 0.1604 | 0.1644 | -0.004 | -0.0433 | -0.0194 | -0.0173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250606 | -113737 | -135599 | -67002 | -25885 | -39005 |
Profit Factor | 1.4719 | 1.9242 | 0.9751 | 0.5918 | 0.6342 | 0.5319 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 51.7241 | 58.6207 | 44.8276 | 51.7241 | 58.6207 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.3737 | 1.3582 | 1.2001 | 0.5523 | 0.4476 | 0.6547 |
Largest Winning Trade | 151650 | 151650 | 38352 | 8895 | 8895 | 6787 |
Largest Losing Trade | -75363 | -59297 | -75363 | -31631 | -31631 | -23531 |
Avg Bars in Trades | 93 | 108 | 77 | 93 | 108 | 77 |
Avg Bars in Winners | 112 | 127 | 93 | 112 | 127 | 93 |
Avg Bars in Losers | 71 | 81 | 65 | 71 | 81 | 65 |
Bars Traded | 5399 | 3144 | 2255 | 5399 | 3144 | 2255 |
Profit Streak | 81.4896 | 230.9896 | 81.4896 | 81.4896 | 230.9896 | 81.4896 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169447 | 443711 | -580215 | -758641 | -578312 | -581882 |
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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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