Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282951.9448 | 284849.1192 | -1897.1744 | -26594.8764 | 39716.7963 | -66311.6727 |
Total P&L (%) | 282.9519 | 284.8491 | -1.8972 | -26.5949 | 39.7168 | -66.3117 |
Avg Daily Profit (%) | 0.1509 | 0.1519 | -0.001 | -0.0165 | 0.0178 | -0.058 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111983 | -105879 | -44453 | -782020 | -657211 | -131078 |
Profit Factor | 1.7657 | 1.948 | 0.9725 | 0.9798 | 1.0346 | 0.6135 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 62.7119 | 68.9655 | 56.6667 | 62.7119 | 68.9655 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.0499 | 0.8766 | 0.7437 | 0.5826 | 0.4656 | 0.4692 |
Largest Winning Trade | 86499 | 86499 | 19546 | 200871 | 200871 | 49712 |
Largest Losing Trade | -88652 | -88652 | -13084 | -499050 | -499050 | -50241 |
Avg Bars in Trades | 89 | 176 | 5 | 89 | 176 | 5 |
Avg Bars in Winners | 32 | 54 | 6 | 32 | 54 | 6 |
Avg Bars in Losers | 185 | 448 | 3 | 185 | 448 | 3 |
Bars Traded | 5285 | 5119 | 166 | 5285 | 5119 | 166 |
Profit Streak | 22.3783 | 22.3783 | 578.7116 | 22.3783 | 22.3783 | 578.7116 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166947 | 399018 | -578299 | -757163 | -352406 | -578299 |
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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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