Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850326.938 | 782531.5054 | 67795.4326 | 1538.293 | -56397.6554 | 57935.9484 |
Total P&L (%) | 850.3269 | 782.5315 | 67.7954 | 1.5383 | -56.3977 | 57.9359 |
Avg Daily Profit (%) | 0.3602 | 0.3315 | 0.0287 | 0.0006 | -0.0352 | 0.0194 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186320 | -62587 | -219334 | -131534 | -50501 | -101689 |
Profit Factor | 2.4507 | 3.8554 | 1.2172 | 1.005 | 0.6585 | 1.4069 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 43.8596 | 31.0345 | 57.1429 | 43.8596 | 31.0345 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.1369 | 8.5675 | 0.9129 | 1.2864 | 1.4634 | 1.0552 |
Largest Winning Trade | 759236 | 759236 | 58312 | 54175 | 26967 | 54175 |
Largest Losing Trade | -83768 | -29227 | -83768 | -78457 | -26129 | -78457 |
Avg Bars in Trades | 160 | 128 | 194 | 160 | 128 | 194 |
Avg Bars in Winners | 269 | 238 | 287 | 269 | 238 | 287 |
Avg Bars in Losers | 75 | 78 | 70 | 75 | 78 | 70 |
Bars Traded | 9171 | 3721 | 5450 | 9171 | 3721 | 5450 |
Profit Streak | 0 | 0 | 82.7443 | 0 | 0 | 82.7443 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167810 | 312713 | -176322 | -754634 | -586541 | -186630 |
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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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