Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 334006.1638 | 296413.1807 | 37592.9831 | 14278.6126 | 224987.3851 | -210708.7725 |
Total P&L (%) | 334.0062 | 296.4132 | 37.593 | 14.2786 | 224.9874 | -210.7088 |
Avg Daily Profit (%) | 0.2064 | 0.1832 | 0.0232 | 0.0082 | 0.0729 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95736 | -134193 | -135469 | -258010 | -280152 | -371887 |
Profit Factor | 1.5436 | 1.9342 | 1.1265 | 1.0121 | 1.4098 | 0.6683 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 45.7143 | 42.8571 | 48.5714 | 45.7143 | 42.8571 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.833 | 2.579 | 1.1928 | 1.2018 | 1.8797 | 0.7076 |
Largest Winning Trade | 227787 | 227787 | 51070 | 226983 | 226983 | 87044 |
Largest Losing Trade | -45016 | -37097 | -45016 | -89702 | -82188 | -89702 |
Avg Bars in Trades | 267 | 244 | 290 | 267 | 244 | 290 |
Avg Bars in Winners | 417 | 377 | 452 | 417 | 377 | 452 |
Avg Bars in Losers | 141 | 145 | 138 | 141 | 145 | 138 |
Bars Traded | 18741 | 8559 | 10182 | 18741 | 8559 | 10182 |
Profit Streak | 0 | 0 | 546.7267 | 0 | 0 | 546.7267 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90084 | 301078 | -245613 | -522182 | -96566 | -580759 |
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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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