Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461773.3531 | 404022.3625 | 57750.9906 | 212065.7071 | 505160.475 | -293094.7679 |
Total P&L (%) | 461.7734 | 404.0224 | 57.751 | 212.0657 | 505.1605 | -293.0948 |
Avg Daily Profit (%) | 0.2897 | 0.2534 | 0.0362 | 0.0714 | 0.113 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148709 | -88905 | -96403 | -736381 | -448776 | -437968 |
Profit Factor | 2.0274 | 2.9328 | 1.2402 | 1.1438 | 1.7401 | 0.6301 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 35.8209 | 38.2353 | 33.3333 | 35.8209 | 38.2353 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.6325 | 4.7376 | 2.4804 | 2.0493 | 2.8109 | 1.2603 |
Largest Winning Trade | 238509 | 238509 | 68765 | 643209 | 643209 | 131430 |
Largest Losing Trade | -43103 | -26251 | -43103 | -256848 | -173080 | -256848 |
Avg Bars in Trades | 135 | 105 | 165 | 135 | 105 | 165 |
Avg Bars in Winners | 274 | 201 | 361 | 274 | 201 | 361 |
Avg Bars in Losers | 57 | 46 | 68 | 57 | 46 | 68 |
Bars Traded | 9068 | 3599 | 5469 | 9068 | 3599 | 5469 |
Profit Streak | 0 | 0 | 14.8964 | 0 | 0 | 14.8964 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114551 | 327087 | -150410 | -285651 | -43022 | -585030 |
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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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