Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508953.0799 | 395009.0613 | 113944.0187 | 445848.7124 | 284538.405 | 161310.3075 |
Total P&L (%) | 508.9531 | 395.0091 | 113.944 | 445.8487 | 284.5384 | 161.3103 |
Avg Daily Profit (%) | 0.2686 | 0.2085 | 0.0601 | 0.0896 | 0.0711 | 0.0507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121801 | -97096 | -113141 | -413617 | -326039 | -423853 |
Profit Factor | 2.0454 | 2.4676 | 1.5234 | 1.2638 | 1.319 | 1.202 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 62.5 | 59.375 | 65.625 | 62.5 | 59.375 | 65.625 |
Ratio Avg Win / Avg Loss | 1.2273 | 1.6883 | 0.798 | 0.7583 | 0.9025 | 0.6296 |
Largest Winning Trade | 171446 | 171446 | 42927 | 208297 | 208297 | 183476 |
Largest Losing Trade | -73700 | -56115 | -73700 | -340474 | -187730 | -340474 |
Avg Bars in Trades | 171 | 168 | 173 | 171 | 168 | 173 |
Avg Bars in Winners | 123 | 128 | 118 | 123 | 128 | 118 |
Avg Bars in Losers | 250 | 227 | 278 | 250 | 227 | 278 |
Bars Traded | 10955 | 5401 | 5554 | 10955 | 5401 | 5554 |
Profit Streak | 16.9999 | 0 | 136.4999 | 16.9999 | 0 | 136.4999 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129907 | 488846 | -109884 | -216431 | -98272 | -124420 |
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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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