Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526396.5788 | 419384.2209 | 107012.3578 | 508393.4836 | 706342.2739 | -197948.7904 |
Total P&L (%) | 526.3966 | 419.3842 | 107.0124 | 508.3935 | 706.3423 | -197.9488 |
Avg Daily Profit (%) | 0.281 | 0.2239 | 0.0571 | 0.0964 | 0.1115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151739 | -113151 | -147261 | -453524 | -135116 | -449014 |
Profit Factor | 2.0889 | 2.8556 | 1.4157 | 1.5377 | 3.326 | 0.6916 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 43.1034 | 41.3793 | 44.8276 | 43.1034 | 41.3793 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.7574 | 4.0454 | 1.7424 | 2.0297 | 4.7118 | 0.8512 |
Largest Winning Trade | 215745 | 215745 | 68934 | 343572 | 343572 | 141971 |
Largest Losing Trade | -44500 | -29455 | -44500 | -223730 | -63707 | -223730 |
Avg Bars in Trades | 187 | 161 | 212 | 187 | 161 | 212 |
Avg Bars in Winners | 316 | 268 | 361 | 316 | 268 | 361 |
Avg Bars in Losers | 88 | 86 | 91 | 88 | 86 | 91 |
Bars Traded | 10850 | 4681 | 6169 | 10850 | 4681 | 6169 |
Profit Streak | 173.0071 | 362.6738 | 173.0071 | 173.0071 | 362.6738 | 173.0071 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168124 | 404312 | -116223 | -241990 | -39428 | -582262 |
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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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