Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430871.7482 | 391183.1329 | 39688.6153 | -60936.5593 | 204402.5329 | -265339.0922 |
Total P&L (%) | 430.8717 | 391.1831 | 39.6886 | -60.9366 | 204.4025 | -265.3391 |
Avg Daily Profit (%) | 0.23 | 0.2088 | 0.0212 | -0.0502 | 0.0594 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149042 | -37998 | -170005 | -317533 | -31975 | -328662 |
Profit Factor | 1.7207 | 3.0463 | 1.0976 | 0.8866 | 3.4868 | 0.4173 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 57.5758 | 54.5455 | 60.6061 | 57.5758 | 54.5455 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.2678 | 2.5386 | 0.7134 | 0.6533 | 2.9057 | 0.2712 |
Largest Winning Trade | 138211 | 138211 | 72734 | 124093 | 124093 | 36723 |
Largest Losing Trade | -87295 | -26350 | -87295 | -284619 | -15388 | -284619 |
Avg Bars in Trades | 109 | 66 | 153 | 109 | 66 | 153 |
Avg Bars in Winners | 102 | 61 | 139 | 102 | 61 | 139 |
Avg Bars in Losers | 119 | 71 | 175 | 119 | 71 | 175 |
Bars Traded | 7257 | 2189 | 5068 | 7257 | 2189 | 5068 |
Profit Streak | 66.9197 | 0 | 85.1697 | 66.9197 | 0 | 85.1697 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116931 | 506892 | -279754 | -707737 | -106315 | -578869 |
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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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