Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537481.7066 | 439287.8098 | 98193.8968 | 393369.2302 | 714137.3788 | -320768.1485 |
Total P&L (%) | 537.4817 | 439.2878 | 98.1939 | 393.3692 | 714.1374 | -320.7681 |
Avg Daily Profit (%) | 0.2151 | 0.1758 | 0.0393 | 0.0639 | 0.0839 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176792 | -165624 | -85557 | -820173 | -584293 | -760565 |
Profit Factor | 1.9829 | 2.5677 | 1.3683 | 1.1896 | 1.8304 | 0.736 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 44.2623 | 45.1613 | 43.3333 | 44.2623 | 45.1613 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.497 | 3.1179 | 1.7893 | 1.498 | 2.2226 | 0.9624 |
Largest Winning Trade | 254286 | 254286 | 51768 | 656000 | 656000 | 199465 |
Largest Losing Trade | -51166 | -30777 | -51166 | -467647 | -163442 | -467647 |
Avg Bars in Trades | 238 | 263 | 213 | 238 | 263 | 213 |
Avg Bars in Winners | 315 | 338 | 290 | 315 | 338 | 290 |
Avg Bars in Losers | 178 | 200 | 155 | 178 | 200 | 155 |
Bars Traded | 14575 | 8158 | 6417 | 14575 | 8158 | 6417 |
Profit Streak | 76.1668 | 335.8334 | 0 | 76.1668 | 335.8334 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155739 | 422366 | -141446 | -287284 | -77572 | -583418 |
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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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