Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645102.458 | 558156.861 | 86945.5969 | 287461.4871 | 180316.5695 | 107144.9176 |
Total P&L (%) | 645.1025 | 558.1569 | 86.9456 | 287.4615 | 180.3166 | 107.1449 |
Avg Daily Profit (%) | 0.2676 | 0.2315 | 0.0361 | 0.0562 | 0.0428 | 0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110355 | -115874 | -57529 | -1391768 | -1505487 | -431432 |
Profit Factor | 2.2944 | 2.5677 | 1.6108 | 1.0882 | 1.0747 | 1.1264 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 55.7377 | 50 | 61.2903 | 55.7377 | 50 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.822 | 2.5677 | 1.0174 | 0.8641 | 1.0747 | 0.7114 |
Largest Winning Trade | 296187 | 296187 | 38340 | 794328 | 794328 | 182620 |
Largest Losing Trade | -65553 | -65553 | -33534 | -852219 | -852219 | -334234 |
Avg Bars in Trades | 112 | 180 | 45 | 112 | 180 | 45 |
Avg Bars in Winners | 98 | 164 | 45 | 98 | 164 | 45 |
Avg Bars in Losers | 129 | 197 | 44 | 129 | 197 | 44 |
Bars Traded | 6832 | 5426 | 1406 | 6832 | 5426 | 1406 |
Profit Streak | 0 | 42.0075 | 0 | 0 | 42.0075 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152272 | 493414 | -141361 | -408359 | -273624 | -234243 |
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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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