Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247036.747 | -15647.5358 | 262684.2828 | 288849.2633 | -211100.4999 | 499949.7632 |
Total P&L (%) | 247.0367 | -15.6475 | 262.6843 | 288.8493 | -211.1005 | 499.9498 |
Avg Daily Profit (%) | 0.1616 | -0.0102 | 0.1718 | 0.0889 | 0 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68940 | -70034 | -57495 | -332884 | -302152 | -332884 |
Profit Factor | 1.8303 | 0.9041 | 2.9549 | 1.2249 | 0.6776 | 1.794 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 54.0984 | 48.3871 | 60 | 54.0984 | 48.3871 | 60 |
Ratio Avg Win / Avg Loss | 1.5529 | 0.9644 | 1.9699 | 1.0393 | 0.7228 | 1.196 |
Largest Winning Trade | 69810 | 25610 | 69810 | 233375 | 101042 | 233375 |
Largest Losing Trade | -57495 | -21450 | -57495 | -332884 | -116465 | -332884 |
Avg Bars in Trades | 69 | 14 | 127 | 69 | 14 | 127 |
Avg Bars in Winners | 77 | 10 | 132 | 77 | 10 | 132 |
Avg Bars in Losers | 61 | 17 | 119 | 61 | 17 | 119 |
Bars Traded | 4267 | 445 | 3822 | 4267 | 445 | 3822 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154703 | -581167 | 513787 | -240173 | -581167 | -32935 |
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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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