Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 483141.7952 | 470272.1517 | 12869.6436 | 14369.8286 | 85841.8022 | -71471.9736 |
Total P&L (%) | 483.1418 | 470.2722 | 12.8696 | 14.3698 | 85.8418 | -71.472 |
Avg Daily Profit (%) | 0.1929 | 0.1878 | 0.0051 | 0.0054 | 0.0247 | -0.0501 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143148 | -142042 | -69993 | -331898 | -233286 | -130898 |
Profit Factor | 1.8362 | 2.8091 | 1.0405 | 1.0211 | 1.2554 | 0.7927 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 40 | 41.3793 | 40.678 | 40 | 41.3793 |
Ratio Avg Win / Avg Loss | 2.6778 | 4.2137 | 1.474 | 1.4891 | 1.8831 | 1.123 |
Largest Winning Trade | 386483 | 386483 | 61221 | 135362 | 135362 | 87178 |
Largest Losing Trade | -60878 | -50650 | -60878 | -119824 | -106847 | -119824 |
Avg Bars in Trades | 121 | 120 | 123 | 121 | 120 | 123 |
Avg Bars in Winners | 180 | 171 | 189 | 180 | 171 | 189 |
Avg Bars in Losers | 81 | 86 | 76 | 81 | 86 | 76 |
Bars Traded | 7194 | 3625 | 3569 | 7194 | 3625 | 3569 |
Profit Streak | 85.5317 | 123.1984 | 0 | 85.5317 | 123.1984 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171800 | 342267 | -441848 | -595645 | -162260 | -582518 |
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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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