Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284476.7937 | 113083.2752 | 171393.5185 | -17448.1833 | 211590.3602 | -229038.5436 |
Total P&L (%) | 284.4768 | 113.0833 | 171.3935 | -17.4482 | 211.5904 | -229.0385 |
Avg Daily Profit (%) | 0.278 | 0.1105 | 0.1675 | -0.0187 | 0.1111 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86944 | -14923 | -95749 | -509100 | -30628 | -540621 |
Profit Factor | 1.755 | 2.6351 | 1.5571 | 0.9869 | 2.6028 | 0.8084 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 57.8125 | 46.875 | 68.75 | 57.8125 | 46.875 | 68.75 |
Ratio Avg Win / Avg Loss | 1.2806 | 2.9865 | 0.7078 | 0.7201 | 2.9498 | 0.3674 |
Largest Winning Trade | 59723 | 55620 | 59723 | 194901 | 104647 | 194901 |
Largest Losing Trade | -86944 | -9792 | -86944 | -509100 | -20267 | -509100 |
Avg Bars in Trades | 358 | 60 | 656 | 358 | 60 | 656 |
Avg Bars in Winners | 429 | 85 | 664 | 429 | 85 | 664 |
Avg Bars in Losers | 260 | 37 | 638 | 260 | 37 | 638 |
Bars Traded | 22918 | 1922 | 20996 | 22918 | 1922 | 20996 |
Profit Streak | 80.7403 | 0 | 82.8236 | 80.7403 | 0 | 82.8236 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131425 | -41670 | 370362 | -722707 | -40909 | -577821 |
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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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