Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461712.6047 | 413325.417 | 48387.1877 | -22573.3478 | -131683.5307 | 109110.1829 |
Total P&L (%) | 461.7126 | 413.3254 | 48.3872 | -22.5733 | -131.6835 | 109.1102 |
Avg Daily Profit (%) | 0.2481 | 0.2221 | 0.026 | -0.0137 | 0 | 0.0396 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231034 | -217295 | -13738 | -942065 | -932110 | -46564 |
Profit Factor | 2 | 1.9752 | 2.278 | 0.9847 | 0.9055 | 2.304 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 54.2373 | 55.1724 | 53.3333 | 54.2373 | 55.1724 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.6875 | 1.6048 | 1.9933 | 0.8309 | 0.7357 | 2.016 |
Largest Winning Trade | 356582 | 356582 | 18060 | 391107 | 391107 | 83507 |
Largest Losing Trade | -64352 | -64352 | -9034 | -553719 | -553719 | -45242 |
Avg Bars in Trades | 344 | 689 | 10 | 344 | 689 | 10 |
Avg Bars in Winners | 181 | 351 | 11 | 181 | 351 | 11 |
Avg Bars in Losers | 537 | 1106 | 9 | 537 | 1106 | 9 |
Bars Traded | 20323 | 20002 | 321 | 20323 | 20002 | 321 |
Profit Streak | 74.9359 | 0 | 135.4359 | 74.9359 | 0 | 135.4359 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166560 | 438395 | -154046 | -759170 | -580162 | -134324 |
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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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