Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284105.9441 | 66916.6346 | 217189.3095 | 440376.2835 | -13917.5249 | 454293.8085 |
Total P&L (%) | 284.1059 | 66.9166 | 217.1893 | 440.3763 | -13.9175 | 454.2938 |
Avg Daily Profit (%) | 0.1924 | 0.0453 | 0.1471 | 0.1143 | -0.0101 | 0.116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59215 | -52971 | -43548 | -459825 | -265420 | -212613 |
Profit Factor | 1.9579 | 1.3654 | 2.9142 | 1.3964 | 0.9779 | 1.9463 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 46.0317 | 38.7097 | 53.125 | 46.0317 | 38.7097 | 53.125 |
Ratio Avg Win / Avg Loss | 2.2955 | 2.1619 | 2.5714 | 1.6371 | 1.5484 | 1.7173 |
Largest Winning Trade | 66947 | 66947 | 57267 | 354379 | 173133 | 354379 |
Largest Losing Trade | -32991 | -23230 | -32991 | -128230 | -90248 | -128230 |
Avg Bars in Trades | 135 | 101 | 169 | 135 | 101 | 169 |
Avg Bars in Winners | 204 | 124 | 260 | 204 | 124 | 260 |
Avg Bars in Losers | 77 | 86 | 66 | 77 | 86 | 66 |
Bars Traded | 8549 | 3131 | 5418 | 8549 | 3131 | 5418 |
Profit Streak | 0 | 20.7577 | 0 | 0 | 20.7577 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141267 | -134873 | 332552 | -191145 | -581878 | -34018 |
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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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