Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 473391.2735 | 392118.7261 | 81272.5474 | 556668.5333 | 738721.0226 | -182052.4893 |
Total P&L (%) | 473.3913 | 392.1187 | 81.2725 | 556.6685 | 738.721 | -182.0525 |
Avg Daily Profit (%) | 0.2272 | 0.1882 | 0.039 | 0.0904 | 0.1021 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78784 | -63179 | -67640 | -1318867 | -635902 | -1187768 |
Profit Factor | 2.1453 | 3.5541 | 1.3128 | 1.1304 | 1.4611 | 0.9317 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 40.9091 | 36.3636 | 45.4545 | 40.9091 | 36.3636 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.0988 | 6.2196 | 1.5754 | 1.6329 | 2.5568 | 1.118 |
Largest Winning Trade | 256372 | 256372 | 58052 | 874374 | 874374 | 474773 |
Largest Losing Trade | -29130 | -15851 | -29130 | -470318 | -237670 | -470318 |
Avg Bars in Trades | 362 | 223 | 500 | 362 | 223 | 500 |
Avg Bars in Winners | 639 | 442 | 797 | 639 | 442 | 797 |
Avg Bars in Losers | 170 | 98 | 253 | 170 | 98 | 253 |
Bars Traded | 23900 | 7389 | 16511 | 23900 | 7389 | 16511 |
Profit Streak | 56.652 | 56.8187 | 0 | 56.652 | 56.8187 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119817 | 341583 | -141310 | -279572 | -58798 | -580903 |
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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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