Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388851.2251 | 391049.9325 | -2198.7074 | 146.2583 | 20067.6833 | -19921.425 |
Total P&L (%) | 388.8512 | 391.0499 | -2.1987 | 0.1463 | 20.0677 | -19.9214 |
Avg Daily Profit (%) | 0.2033 | 0.2044 | -0.0011 | 0.0001 | 0.0096 | -0.0116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152509 | -154009 | -14108 | -935137 | -975313 | -130113 |
Profit Factor | 1.862 | 2.0064 | 0.9649 | 1.0001 | 1.0127 | 0.9283 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 47.7612 | 51.5152 | 44.1176 | 47.7612 | 51.5152 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.0365 | 1.8884 | 1.2221 | 1.0938 | 0.9531 | 1.1759 |
Largest Winning Trade | 295408 | 295408 | 11480 | 446122 | 446122 | 68966 |
Largest Losing Trade | -65280 | -65280 | -13113 | -543713 | -543713 | -104833 |
Avg Bars in Trades | 54 | 107 | 3 | 54 | 107 | 3 |
Avg Bars in Winners | 55 | 101 | 3 | 55 | 101 | 3 |
Avg Bars in Losers | 53 | 112 | 3 | 53 | 112 | 3 |
Bars Traded | 3650 | 3533 | 117 | 3650 | 3533 | 117 |
Profit Streak | 68.651 | 0 | 135.151 | 68.651 | 0 | 135.151 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110407 | 419148 | -580569 | -700512 | -394936 | -580569 |
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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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