Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531405.4885 | 364950.3524 | 166455.1362 | -2189351.3028 | -1086004.2714 | -1103347.0314 |
Total P&L (%) | 531.4055 | 364.9504 | 166.4551 | -2189.3513 | -1086.0043 | -1103.347 |
Avg Daily Profit (%) | 0.5187 | 0.3562 | 0.1625 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135524 | -69452 | -116210 | -2052608 | -1130873 | -1079474 |
Profit Factor | 2.0922 | 2.8015 | 1.5862 | 0.2439 | 0.2414 | 0.2463 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 37 | 15 | 22 | 21 | 14 | 7 |
Losing Trades | 22 | 14 | 8 | 38 | 15 | 23 |
Profitability (%) | 62.7119 | 51.7241 | 73.3333 | 35.5932 | 48.2759 | 23.3333 |
Ratio Avg Win / Avg Loss | 1.244 | 2.6147 | 0.5768 | 0.4413 | 0.2586 | 0.8093 |
Largest Winning Trade | 204310 | 204310 | 39465 | 317674 | 85569 | 317674 |
Largest Losing Trade | -154007 | -39151 | -154007 | -672087 | -672087 | -404675 |
Avg Bars in Trades | 200 | 216 | 184 | 200 | 216 | 184 |
Avg Bars in Winners | 157 | 162 | 153 | 264 | 274 | 243 |
Avg Bars in Losers | 272 | 274 | 269 | 165 | 162 | 166 |
Bars Traded | 11823 | 6279 | 5544 | 11823 | 6279 | 5544 |
Profit Streak | 15.6815 | 0 | 126.5982 | 0 | 54.4315 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163643 | 520971 | 425830 | -766158 | -580941 | -617986 |
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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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