Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 497069.2678 | 406779.52 | 90289.7478 | 455262.4811 | -211637.1409 | 666899.622 |
Total P&L (%) | 497.0693 | 406.7795 | 90.2897 | 455.2625 | -211.6371 | 666.8996 |
Avg Daily Profit (%) | 0.1987 | 0.1626 | 0.0361 | 0.0686 | 0 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92854 | -103633 | -37565 | -1117988 | -1206916 | -72128 |
Profit Factor | 2.6894 | 2.7191 | 2.5673 | 1.2387 | 0.8781 | 4.8821 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 50.8475 | 41.3793 | 60 | 50.8475 | 41.3793 | 60 |
Ratio Avg Win / Avg Loss | 2.5997 | 3.852 | 1.7115 | 1.1974 | 1.2439 | 3.2547 |
Largest Winning Trade | 383950 | 383950 | 15080 | 610919 | 610919 | 161144 |
Largest Losing Trade | -43865 | -43865 | -19749 | -656849 | -656849 | -46780 |
Avg Bars in Trades | 116 | 223 | 12 | 116 | 223 | 12 |
Avg Bars in Winners | 135 | 316 | 14 | 135 | 316 | 14 |
Avg Bars in Losers | 96 | 157 | 9 | 96 | 157 | 9 |
Bars Traded | 6849 | 6485 | 364 | 6849 | 6485 | 364 |
Profit Streak | 186.4204 | 0 | 504.4204 | 186.4204 | 0 | 504.4204 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166061 | 326950 | -136919 | -280489 | -582518 | -73182 |
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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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