Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316185.2243 | 112314.0936 | 203871.1307 | 432179.141 | -255256.2529 | 687435.3939 |
Total P&L (%) | 316.1852 | 112.3141 | 203.8711 | 432.1791 | -255.2563 | 687.4354 |
Avg Daily Profit (%) | 0.2447 | 0.0869 | 0.1578 | 0.1295 | 0 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68818 | -68055 | -14932 | -592739 | -611103 | -107516 |
Profit Factor | 2.3085 | 1.5321 | 7.6737 | 1.3314 | 0.7742 | 4.9619 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 59.6491 | 46.4286 | 72.4138 | 59.6491 | 46.4286 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.5616 | 1.7678 | 2.9233 | 0.9007 | 0.8933 | 1.8902 |
Largest Winning Trade | 119945 | 119945 | 47494 | 468322 | 468322 | 240590 |
Largest Losing Trade | -63478 | -63478 | -9917 | -300498 | -300498 | -65129 |
Avg Bars in Trades | 40 | 50 | 31 | 40 | 50 | 31 |
Avg Bars in Winners | 38 | 44 | 34 | 38 | 44 | 34 |
Avg Bars in Losers | 43 | 54 | 23 | 43 | 54 | 23 |
Bars Traded | 2322 | 1405 | 917 | 2322 | 1405 | 917 |
Profit Streak | 6.2851 | 0 | 15.7851 | 6.2851 | 0 | 15.7851 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165156 | -96730 | 691871 | -199111 | -603222 | 680098 |
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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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