Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475753.5346 | 449106.1137 | 26647.4209 | 40198.9109 | 165005.2048 | -124806.2939 |
Total P&L (%) | 475.7535 | 449.1061 | 26.6474 | 40.1989 | 165.0052 | -124.8063 |
Avg Daily Profit (%) | 0.2543 | 0.2401 | 0.0142 | 0.0181 | 0.0521 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201611 | -144952 | -87524 | -828759 | -480664 | -515902 |
Profit Factor | 1.9829 | 2.7406 | 1.1179 | 1.0247 | 1.2141 | 0.8542 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 54.8673 | 51.7857 | 57.8947 | 54.8673 | 51.7857 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.6311 | 2.5516 | 0.813 | 0.8429 | 1.1304 | 0.6213 |
Largest Winning Trade | 499098 | 499098 | 42816 | 593244 | 593244 | 167218 |
Largest Losing Trade | -47506 | -47506 | -43065 | -382098 | -183070 | -382098 |
Avg Bars in Trades | 45 | 58 | 33 | 45 | 58 | 33 |
Avg Bars in Winners | 49 | 63 | 36 | 49 | 63 | 36 |
Avg Bars in Losers | 41 | 53 | 28 | 41 | 53 | 28 |
Bars Traded | 5196 | 3294 | 1902 | 5196 | 3294 | 1902 |
Profit Streak | 72.5625 | 0 | 73.2292 | 72.5625 | 0 | 73.2292 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480303 | -166630 | -448195 | -364449 | -303589 | -759252 |
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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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