Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464291.0339 | 385899.917 | 78391.1169 | -96060.774 | 93301.0816 | -189361.8556 |
Total P&L (%) | 464.291 | 385.8999 | 78.3911 | -96.0608 | 93.3011 | -189.3619 |
Avg Daily Profit (%) | 0.2478 | 0.2059 | 0.0418 | -0.1724 | 0.0352 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186570 | -139479 | -186286 | -1374008 | -1293285 | -704359 |
Profit Factor | 1.8243 | 2.3031 | 1.2935 | 0.9629 | 1.058 | 0.8073 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 63.4921 | 58.0645 | 68.75 | 63.4921 | 58.0645 | 68.75 |
Ratio Avg Win / Avg Loss | 1.049 | 1.6634 | 0.588 | 0.5537 | 0.7641 | 0.3669 |
Largest Winning Trade | 124670 | 124670 | 42122 | 575806 | 575806 | 133900 |
Largest Losing Trade | -99288 | -53593 | -99288 | -694125 | -694125 | -612098 |
Avg Bars in Trades | 82 | 144 | 22 | 82 | 144 | 22 |
Avg Bars in Winners | 54 | 94 | 20 | 54 | 94 | 20 |
Avg Bars in Losers | 131 | 213 | 25 | 131 | 213 | 25 |
Bars Traded | 5196 | 4485 | 711 | 5196 | 4485 | 711 |
Profit Streak | 91.7488 | 0 | 155.4155 | 91.7488 | 0 | 155.4155 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138312 | 470242 | -135402 | -729469 | -303346 | -577526 |
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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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