Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349860.8886 | 326151.7533 | 23709.1353 | 42506.8152 | 646320.2187 | -603813.4035 |
Total P&L (%) | 349.8609 | 326.1518 | 23.7091 | 42.5068 | 646.3202 | -603.8134 |
Avg Daily Profit (%) | 0.1839 | 0.1714 | 0.0125 | 0.0186 | 0.1057 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202285 | -98243 | -207863 | -1315694 | -543812 | -859459 |
Profit Factor | 1.5575 | 2.2449 | 1.0649 | 1.0164 | 1.585 | 0.5948 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 46.5517 | 48.2759 | 44.8276 | 46.5517 | 48.2759 | 44.8276 |
Ratio Avg Win / Avg Loss | 1.7883 | 2.4053 | 1.3106 | 1.167 | 1.6982 | 0.732 |
Largest Winning Trade | 142527 | 142527 | 59304 | 513615 | 513615 | 368889 |
Largest Losing Trade | -50331 | -46117 | -50331 | -350643 | -350643 | -340591 |
Avg Bars in Trades | 90 | 54 | 125 | 90 | 54 | 125 |
Avg Bars in Winners | 141 | 70 | 218 | 141 | 70 | 218 |
Avg Bars in Losers | 45 | 39 | 51 | 45 | 39 | 51 |
Bars Traded | 5226 | 1574 | 3652 | 5226 | 1574 | 3652 |
Profit Streak | 669.4891 | 798.4891 | 669.4891 | 669.4891 | 798.4891 | 669.4891 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169256 | 441154 | -331270 | -551993 | -47895 | -582261 |
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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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