Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542059.048 | 399878.6488 | 142180.3992 | 408015.7366 | 817766.312 | -409750.5754 |
Total P&L (%) | 542.059 | 399.8786 | 142.1804 | 408.0157 | 817.7663 | -409.7506 |
Avg Daily Profit (%) | 0.2849 | 0.2102 | 0.0747 | 0.0855 | 0.1166 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164480 | -55220 | -177427 | -1083542 | -464261 | -1230588 |
Profit Factor | 1.9458 | 2.3321 | 1.5209 | 1.1166 | 1.4783 | 0.771 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 56.9231 | 54.5455 | 59.375 | 56.9231 | 54.5455 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4725 | 1.9434 | 1.0406 | 0.845 | 1.2319 | 0.5275 |
Largest Winning Trade | 169258 | 169258 | 61310 | 521010 | 521010 | 233101 |
Largest Losing Trade | -69532 | -44709 | -69532 | -522403 | -353336 | -522403 |
Avg Bars in Trades | 85 | 59 | 111 | 85 | 59 | 111 |
Avg Bars in Winners | 115 | 67 | 160 | 115 | 67 | 160 |
Avg Bars in Losers | 45 | 50 | 39 | 45 | 50 | 39 |
Bars Traded | 5537 | 1973 | 3564 | 5537 | 1973 | 3564 |
Profit Streak | 0 | 0 | 583.5954 | 0 | 0 | 583.5954 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123754 | 457700 | -89577 | -307881 | -35189 | -578636 |
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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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