Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460350.8235 | 388239.3597 | 72111.4637 | 47013.0266 | 257440.2792 | -210427.2525 |
Total P&L (%) | 460.3508 | 388.2394 | 72.1115 | 47.013 | 257.4403 | -210.4273 |
Avg Daily Profit (%) | 0.2116 | 0.1784 | 0.0331 | 0.0177 | 0.0586 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222753 | -180129 | -81734 | -721966 | -438644 | -412246 |
Profit Factor | 1.8949 | 2.4645 | 1.2892 | 1.0343 | 1.4405 | 0.732 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 53.125 | 43.75 | 62.5 | 53.125 | 43.75 | 62.5 |
Ratio Avg Win / Avg Loss | 1.672 | 3.1687 | 0.7735 | 0.9126 | 1.8521 | 0.4392 |
Largest Winning Trade | 324691 | 324691 | 43159 | 359220 | 359220 | 167650 |
Largest Losing Trade | -56992 | -56992 | -51777 | -236365 | -184335 | -236365 |
Avg Bars in Trades | 96 | 84 | 109 | 96 | 84 | 109 |
Avg Bars in Winners | 124 | 101 | 141 | 124 | 101 | 141 |
Avg Bars in Losers | 65 | 70 | 57 | 65 | 70 | 57 |
Bars Traded | 6207 | 2692 | 3515 | 6207 | 2692 | 3515 |
Profit Streak | 125.9826 | 125.9826 | 150.3159 | 125.9826 | 125.9826 | 150.3159 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130392 | 382653 | -147718 | -496938 | -114182 | -578226 |
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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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