Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 144788.4044 | 110296.3946 | 34492.0098 | 150439.1867 | 189964.3845 | -39525.1978 |
Total P&L (%) | 144.7884 | 110.2964 | 34.492 | 150.4392 | 189.9644 | -39.5252 |
Avg Daily Profit (%) | 0.2509 | 0.1911 | 0.0598 | 0.1592 | 0.1846 | -0.0871 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81670 | -53145 | -34654 | -349525 | -216243 | -146430 |
Profit Factor | 1.8417 | 2.1803 | 1.439 | 1.2494 | 1.5898 | 0.8594 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.2667 | 3.0887 | 1.5418 | 1.5377 | 2.2523 | 0.9208 |
Largest Winning Trade | 67878 | 67878 | 30213 | 195519 | 195519 | 44448 |
Largest Losing Trade | -20665 | -20665 | -15308 | -91239 | -83214 | -91239 |
Avg Bars in Trades | 221 | 232 | 210 | 221 | 232 | 210 |
Avg Bars in Winners | 348 | 390 | 313 | 348 | 390 | 313 |
Avg Bars in Losers | 117 | 120 | 114 | 117 | 120 | 114 |
Bars Traded | 12833 | 6730 | 6103 | 12833 | 6730 | 6103 |
Profit Streak | 507.3567 | 512.7733 | 0 | 507.3567 | 512.7733 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169766 | 305268 | -114896 | -173159 | 260722 | -581893 |
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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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