Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192434.2279 | -29795.9065 | 222230.1344 | 39199.4373 | 29118.3266 | 10081.1107 |
Total P&L (%) | 192.4342 | -29.7959 | 222.2301 | 39.1994 | 29.1183 | 10.0811 |
Avg Daily Profit (%) | 0.1288 | -0.02 | 0.1488 | 0.0221 | 0.0171 | 0.0064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134035 | -68517 | -130854 | -644922 | -133356 | -637591 |
Profit Factor | 1.5746 | 0.7428 | 2.0143 | 1.0311 | 1.1167 | 1.01 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 57.1429 | 46.875 | 67.7419 | 57.1429 | 46.875 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.1809 | 0.8418 | 0.9592 | 0.7733 | 1.2655 | 0.4809 |
Largest Winning Trade | 44182 | 23874 | 44182 | 194666 | 102333 | 194666 |
Largest Losing Trade | -66661 | -35241 | -66661 | -458878 | -75753 | -458878 |
Avg Bars in Trades | 91 | 5 | 180 | 91 | 5 | 180 |
Avg Bars in Winners | 106 | 7 | 177 | 106 | 7 | 177 |
Avg Bars in Losers | 72 | 4 | 187 | 72 | 4 | 187 |
Bars Traded | 5778 | 184 | 5594 | 5778 | 184 | 5594 |
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 | -169320 | -581747 | 320440 | -503680 | -266353 | -556470 |
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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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