Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386097.4266 | 355265.6727 | 30831.7539 | 117639.0316 | 254184.5184 | -136545.4868 |
Total P&L (%) | 386.0974 | 355.2657 | 30.8318 | 117.639 | 254.1845 | -136.5455 |
Avg Daily Profit (%) | 0.2065 | 0.19 | 0.0165 | 0.0416 | 0.0677 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124507 | -75521 | -64559 | -764674 | -604356 | -413777 |
Profit Factor | 1.8938 | 2.5308 | 1.1543 | 1.0569 | 1.2277 | 0.8564 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 2.2857 | 3.2539 | 1.3082 | 1.2756 | 1.5784 | 0.9705 |
Largest Winning Trade | 291440 | 291440 | 57566 | 706611 | 706611 | 231308 |
Largest Losing Trade | -55584 | -55584 | -40273 | -280289 | -231045 | -280289 |
Avg Bars in Trades | 55 | 44 | 66 | 55 | 44 | 66 |
Avg Bars in Winners | 73 | 58 | 88 | 73 | 58 | 88 |
Avg Bars in Losers | 40 | 34 | 47 | 40 | 34 | 47 |
Bars Traded | 3560 | 1439 | 2121 | 3560 | 1439 | 2121 |
Profit Streak | 0 | 35.9605 | 0 | 0 | 35.9605 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134328 | 375850 | -225953 | -440870 | -103771 | -582025 |
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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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