Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315946.4636 | 314156.7671 | 1789.6966 | -41373.1613 | -26025.9686 | -15347.1928 |
Total P&L (%) | 315.9465 | 314.1568 | 1.7897 | -41.3732 | -26.026 | -15.3472 |
Avg Daily Profit (%) | 0.1678 | 0.1669 | 0.001 | -0.0284 | -0.016 | -0.0088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177444 | -101505 | -113327 | -530365 | -274703 | -345972 |
Profit Factor | 1.6534 | 2.352 | 1.0071 | 0.9646 | 0.9524 | 0.9754 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 47.3684 | 41.3793 | 53.5714 | 47.3684 | 41.3793 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.8371 | 3.3319 | 0.8728 | 1.0718 | 1.3492 | 0.8453 |
Largest Winning Trade | 409508 | 409508 | 43487 | 233489 | 233489 | 168232 |
Largest Losing Trade | -49977 | -37279 | -49977 | -203687 | -93582 | -203687 |
Avg Bars in Trades | 126 | 107 | 145 | 126 | 107 | 145 |
Avg Bars in Winners | 181 | 173 | 188 | 181 | 173 | 188 |
Avg Bars in Losers | 75 | 61 | 94 | 75 | 61 | 94 |
Bars Traded | 7185 | 3123 | 4062 | 7185 | 3123 | 4062 |
Profit Streak | 46.5993 | 46.5993 | 72.5993 | 46.5993 | 46.5993 | 72.5993 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169057 | 322849 | -591706 | -758646 | -581960 | -600812 |
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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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