Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470889.9952 | 392391.3517 | 78498.6435 | 234951.8189 | 92804.4513 | 142147.3676 |
Total P&L (%) | 470.89 | 392.3914 | 78.4986 | 234.9518 | 92.8045 | 142.1474 |
Avg Daily Profit (%) | 0.2529 | 0.2108 | 0.0422 | 0.065 | 0.0353 | 0.0475 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164893 | -193828 | -75965 | -770489 | -822510 | -280269 |
Profit Factor | 1.9875 | 2.3906 | 1.4032 | 1.1185 | 1.0809 | 1.1699 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 53.4483 | 48.2759 | 58.6207 | 53.4483 | 48.2759 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.731 | 2.5613 | 0.9905 | 0.9741 | 1.1581 | 0.8258 |
Largest Winning Trade | 218068 | 218068 | 47127 | 392805 | 392805 | 195399 |
Largest Losing Trade | -43629 | -41853 | -43629 | -277536 | -240147 | -277536 |
Avg Bars in Trades | 92 | 137 | 48 | 92 | 137 | 48 |
Avg Bars in Winners | 118 | 194 | 55 | 118 | 194 | 55 |
Avg Bars in Losers | 63 | 83 | 38 | 63 | 83 | 38 |
Bars Traded | 5381 | 3973 | 1408 | 5381 | 3973 | 1408 |
Profit Streak | 0 | 115.7226 | 0 | 0 | 115.7226 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167203 | 435788 | -136474 | -377151 | -277441 | -163733 |
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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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