Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441964.6735 | 429864.7866 | 12099.887 | 30952.2858 | 154111.064 | -123158.7782 |
Total P&L (%) | 441.9647 | 429.8648 | 12.0999 | 30.9523 | 154.1111 | -123.1588 |
Avg Daily Profit (%) | 0.2346 | 0.2282 | 0.0064 | 0.0143 | 0.0495 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301503 | -120177 | -236105 | -225631 | -62585 | -168254 |
Profit Factor | 1.6973 | 2.5631 | 1.0337 | 1.1095 | 2.9735 | 0.3978 |
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 | 2.0484 | 3.2954 | 1.1715 | 1.3391 | 3.8231 | 0.4509 |
Largest Winning Trade | 261561 | 261561 | 54056 | 146952 | 146952 | 38819 |
Largest Losing Trade | -49117 | -49117 | -43793 | -100590 | -30601 | -100590 |
Avg Bars in Trades | 168 | 143 | 192 | 168 | 143 | 192 |
Avg Bars in Winners | 243 | 220 | 264 | 243 | 220 | 264 |
Avg Bars in Losers | 105 | 84 | 128 | 105 | 84 | 128 |
Bars Traded | 10757 | 4603 | 6154 | 10757 | 4603 | 6154 |
Profit Streak | 89.2373 | 370.5707 | 89.2373 | 89.2373 | 370.5707 | 89.2373 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133507 | 418600 | -468818 | -421439 | -122230 | -581467 |
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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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