Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359976.341 | 325954.6541 | 34021.6868 | -147081.8789 | 214641.9186 | -361723.7975 |
Total P&L (%) | 359.9763 | 325.9547 | 34.0217 | -147.0819 | 214.6419 | -361.7238 |
Avg Daily Profit (%) | 0.1915 | 0.1734 | 0.0181 | 0 | 0.061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151919 | -99295 | -108571 | -335969 | -26441 | -330605 |
Profit Factor | 1.7759 | 2.3711 | 1.1504 | 0.6667 | 5.0513 | 0.0684 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 15 | 20 | 22 | 15 | 7 |
Losing Trades | 23 | 14 | 9 | 36 | 14 | 22 |
Profitability (%) | 60.3448 | 51.7241 | 68.9655 | 37.931 | 51.7241 | 24.1379 |
Ratio Avg Win / Avg Loss | 1.167 | 2.213 | 0.5177 | 1.0909 | 4.7146 | 0.2149 |
Largest Winning Trade | 298513 | 298513 | 40242 | 205622 | 205622 | 14526 |
Largest Losing Trade | -108069 | -43850 | -108069 | -296654 | -13410 | -296654 |
Avg Bars in Trades | 92 | 120 | 64 | 92 | 120 | 64 |
Avg Bars in Winners | 103 | 171 | 53 | 76 | 78 | 72 |
Avg Bars in Losers | 75 | 66 | 90 | 102 | 166 | 62 |
Bars Traded | 5374 | 3502 | 1872 | 5374 | 3502 | 1872 |
Profit Streak | 0 | 0 | 153.4057 | 10.7391 | 20.7391 | 0 |
Trades During Streak | 0 | 0 | 3 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168353 | 434830 | -224428 | -762935 | -102917 | -614447 |
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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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