Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614267.3599 | 597133.4152 | 17133.9447 | -95041.909 | -118986.4418 | 23944.5328 |
Total P&L (%) | 614.2674 | 597.1334 | 17.1339 | -95.0419 | -118.9864 | 23.9445 |
Avg Daily Profit (%) | 0.2572 | 0.2501 | 0.0072 | -0.1257 | 0 | 0.009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189226 | -94987 | -137187 | -272184 | -190446 | -117013 |
Profit Factor | 1.9171 | 3.1518 | 1.0437 | 0.8208 | 0.6023 | 1.1035 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 67.2414 | 68.9655 | 65.5172 | 67.2414 | 68.9655 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.934 | 1.4183 | 0.5493 | 0.3999 | 0.271 | 0.5808 |
Largest Winning Trade | 226957 | 226957 | 60074 | 78693 | 78693 | 60074 |
Largest Losing Trade | -94773 | -69519 | -94773 | -174722 | -174722 | -78179 |
Avg Bars in Trades | 78 | 60 | 95 | 78 | 60 | 95 |
Avg Bars in Winners | 76 | 62 | 91 | 76 | 62 | 91 |
Avg Bars in Losers | 80 | 57 | 101 | 80 | 57 | 101 |
Bars Traded | 4526 | 1763 | 2763 | 4526 | 1763 | 2763 |
Profit Streak | 115.4401 | 115.4401 | 312.9401 | 115.4401 | 115.4401 | 312.9401 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166415 | 616801 | -362822 | -756582 | -577022 | -290008 |
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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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