Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 397645.6572 | 365027.8731 | 32617.7841 | 84512.4223 | 218712.8854 | -134200.4631 |
Total P&L (%) | 397.6457 | 365.0279 | 32.6178 | 84.5124 | 218.7129 | -134.2005 |
Avg Daily Profit (%) | 0.1739 | 0.1596 | 0.0143 | 0.0268 | 0.0507 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130329 | -67552 | -122708 | -241313 | -192572 | -197164 |
Profit Factor | 1.9305 | 2.6384 | 1.1595 | 1.0962 | 1.4516 | 0.66 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 47.3684 | 44.8276 | 50 | 47.3684 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 2.145 | 3.2473 | 1.1595 | 1.2179 | 1.7866 | 0.66 |
Largest Winning Trade | 184578 | 184578 | 80478 | 181869 | 181869 | 57523 |
Largest Losing Trade | -74103 | -43587 | -74103 | -120024 | -120024 | -113019 |
Avg Bars in Trades | 71 | 36 | 108 | 71 | 36 | 108 |
Avg Bars in Winners | 106 | 36 | 171 | 106 | 36 | 171 |
Avg Bars in Losers | 41 | 36 | 46 | 41 | 36 | 46 |
Bars Traded | 4100 | 1049 | 3051 | 4100 | 1049 | 3051 |
Profit Streak | 22.9225 | 22.9225 | 43.9225 | 22.9225 | 22.9225 | 43.9225 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167951 | 406078 | -241867 | -450867 | -124118 | -600845 |
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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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