Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336864.0759 | 315344.4203 | 21519.6556 | 146667.7185 | 290298.049 | -143630.3306 |
Total P&L (%) | 336.8641 | 315.3444 | 21.5197 | 146.6677 | 290.298 | -143.6303 |
Avg Daily Profit (%) | 0.1704 | 0.1595 | 0.0109 | 0.0457 | 0.0689 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111322 | -24222 | -211832 | -228623 | -49194 | -329585 |
Profit Factor | 1.8448 | 3.8156 | 1.075 | 1.2685 | 3.1882 | 0.6528 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 37.7049 | 41.9355 | 33.3333 | 37.7049 | 41.9355 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.0479 | 5.2832 | 2.1501 | 2.0957 | 4.4144 | 1.3055 |
Largest Winning Trade | 122482 | 122482 | 76427 | 113299 | 113299 | 69092 |
Largest Losing Trade | -74034 | -20683 | -74034 | -131282 | -18038 | -131282 |
Avg Bars in Trades | 90 | 63 | 118 | 90 | 63 | 118 |
Avg Bars in Winners | 174 | 117 | 249 | 174 | 117 | 249 |
Avg Bars in Losers | 39 | 24 | 52 | 39 | 24 | 52 |
Bars Traded | 5523 | 1974 | 3549 | 5523 | 1974 | 3549 |
Profit Streak | 589.1534 | 592.1534 | 0 | 589.1534 | 592.1534 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159606 | 417911 | -327562 | -301374 | -97435 | -585640 |
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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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