Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503586.6494 | 451924.1453 | 51662.5041 | 50889.7914 | 148881.0466 | -97991.2552 |
Total P&L (%) | 503.5866 | 451.9241 | 51.6625 | 50.8898 | 148.881 | -97.9913 |
Avg Daily Profit (%) | 0.3159 | 0.2835 | 0.0324 | 0.0258 | 0.0572 | -0.2448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135494 | -123710 | -74584 | -525074 | -398574 | -296058 |
Profit Factor | 2.0653 | 2.4768 | 1.3099 | 1.0362 | 1.1722 | 0.8194 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 47.4576 | 37.931 | 56.6667 | 47.4576 | 37.931 | 56.6667 |
Ratio Avg Win / Avg Loss | 2.2866 | 4.0529 | 1.0017 | 1.1472 | 1.9182 | 0.6266 |
Largest Winning Trade | 411690 | 411690 | 40531 | 504920 | 504920 | 118504 |
Largest Losing Trade | -51504 | -51504 | -38686 | -169597 | -164734 | -169597 |
Avg Bars in Trades | 104 | 141 | 68 | 104 | 141 | 68 |
Avg Bars in Winners | 105 | 159 | 69 | 105 | 159 | 69 |
Avg Bars in Losers | 104 | 130 | 67 | 104 | 130 | 67 |
Bars Traded | 6173 | 4107 | 2066 | 6173 | 4107 | 2066 |
Profit Streak | 0 | 91.3771 | 0 | 0 | 91.3771 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167534 | 333571 | -149859 | -520903 | -150267 | -579961 |
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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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