Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593085.8372 | 545411.6983 | 47674.1389 | 29590.7871 | 158320.0761 | -128729.289 |
Total P&L (%) | 593.0858 | 545.4117 | 47.6741 | 29.5908 | 158.3201 | -128.7293 |
Avg Daily Profit (%) | 0.2457 | 0.2259 | 0.0197 | 0.0107 | 0.0393 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99499 | -70690 | -177849 | -285783 | -253195 | -388724 |
Profit Factor | 1.9238 | 2.5738 | 1.1614 | 1.0247 | 1.2558 | 0.7775 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 38.5965 | 37.931 | 39.2857 | 38.5965 | 37.931 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.0605 | 4.2116 | 1.7948 | 1.6302 | 2.0549 | 1.2016 |
Largest Winning Trade | 301521 | 301521 | 64265 | 208395 | 208395 | 91251 |
Largest Losing Trade | -73253 | -44484 | -73253 | -214678 | -127481 | -214678 |
Avg Bars in Trades | 82 | 82 | 82 | 82 | 82 | 82 |
Avg Bars in Winners | 117 | 126 | 108 | 117 | 126 | 108 |
Avg Bars in Losers | 60 | 55 | 65 | 60 | 55 | 65 |
Bars Traded | 4696 | 2389 | 2307 | 4696 | 2389 | 2307 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172130 | 303060 | -235167 | -558086 | -144202 | -604333 |
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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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