Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511643.6808 | 480454.5864 | 31189.0944 | 59311.6724 | 160190.3944 | -100878.7219 |
Total P&L (%) | 511.6437 | 480.4546 | 31.1891 | 59.3117 | 160.1904 | -100.8787 |
Avg Daily Profit (%) | 0.2161 | 0.2029 | 0.0132 | 0.0197 | 0.0404 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93450 | -69237 | -179365 | -174593 | -79563 | -267559 |
Profit Factor | 2.1214 | 3.6644 | 1.113 | 1.0939 | 1.6647 | 0.7417 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 41.3793 | 48.2759 | 34.4828 | 41.3793 | 48.2759 | 34.4828 |
Ratio Avg Win / Avg Loss | 3.0054 | 3.9262 | 2.1148 | 1.5497 | 1.7836 | 1.4092 |
Largest Winning Trade | 495897 | 495897 | 72745 | 208428 | 208428 | 61240 |
Largest Losing Trade | -64174 | -25956 | -64174 | -75289 | -45685 | -75289 |
Avg Bars in Trades | 116 | 77 | 154 | 116 | 77 | 154 |
Avg Bars in Winners | 215 | 115 | 356 | 215 | 115 | 356 |
Avg Bars in Losers | 45 | 42 | 47 | 45 | 42 | 47 |
Bars Traded | 6728 | 2255 | 4473 | 6728 | 2255 | 4473 |
Profit Streak | 0 | 0 | 277.2493 | 0 | 0 | 277.2493 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170642 | 494487 | -278823 | -466244 | -136525 | -584612 |
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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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