Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541204.7013 | 478158.0083 | 63046.693 | 651540.6124 | 765167.9126 | -113627.3002 |
Total P&L (%) | 541.2047 | 478.158 | 63.0467 | 651.5406 | 765.1679 | -113.6273 |
Avg Daily Profit (%) | 0.2738 | 0.2419 | 0.0319 | 0.1021 | 0.1092 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110772 | -45647 | -172856 | -663871 | -283068 | -558286 |
Profit Factor | 2.0522 | 3.3592 | 1.2023 | 1.3097 | 1.9253 | 0.911 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 41.1765 | 44.1176 | 38.2353 | 41.1765 | 44.1176 | 38.2353 |
Ratio Avg Win / Avg Loss | 2.9317 | 4.255 | 1.9421 | 1.8709 | 2.4387 | 1.4717 |
Largest Winning Trade | 168367 | 168367 | 73108 | 304556 | 304556 | 246890 |
Largest Losing Trade | -54921 | -26395 | -54921 | -443629 | -154308 | -443629 |
Avg Bars in Trades | 83 | 73 | 94 | 83 | 73 | 94 |
Avg Bars in Winners | 153 | 121 | 189 | 153 | 121 | 189 |
Avg Bars in Losers | 35 | 35 | 35 | 35 | 35 | 35 |
Bars Traded | 5701 | 2492 | 3209 | 5701 | 2492 | 3209 |
Profit Streak | 0 | 0 | 708.4706 | 0 | 0 | 708.4706 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104639 | 435505 | -153787 | -172247 | -45435 | -582746 |
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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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