Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441054.7246 | 431125.3486 | 9929.376 | 136532.4168 | 229143.2163 | -92610.7996 |
Total P&L (%) | 441.0547 | 431.1253 | 9.9294 | 136.5324 | 229.1432 | -92.6108 |
Avg Daily Profit (%) | 0.2363 | 0.231 | 0.0053 | 0.0461 | 0.0638 | -0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179996 | -87880 | -146518 | -179772 | -65175 | -136464 |
Profit Factor | 1.8544 | 2.8862 | 1.0345 | 1.4401 | 3.1532 | 0.5456 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 40 | 41.3793 | 40.678 | 40 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.7043 | 4.3293 | 1.4656 | 2.1001 | 4.7297 | 0.773 |
Largest Winning Trade | 249768 | 249768 | 58413 | 125543 | 125543 | 44716 |
Largest Losing Trade | -41882 | -41882 | -41259 | -65828 | -26283 | -65828 |
Avg Bars in Trades | 117 | 103 | 132 | 117 | 103 | 132 |
Avg Bars in Winners | 211 | 179 | 242 | 211 | 179 | 242 |
Avg Bars in Losers | 53 | 53 | 54 | 53 | 53 | 54 |
Bars Traded | 6954 | 3108 | 3846 | 6954 | 3108 | 3846 |
Profit Streak | 320.0796 | 357.3296 | 320.0796 | 320.0796 | 357.3296 | 320.0796 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170565 | 388885 | -536488 | -311266 | -104256 | -583219 |
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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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