Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225305.1982 | 82892.6596 | 142412.5386 | 81985.6331 | -360654.963 | 442640.5961 |
Total P&L (%) | 225.3052 | 82.8927 | 142.4125 | 81.9856 | -360.655 | 442.6406 |
Avg Daily Profit (%) | 0.217 | 0.0798 | 0.1372 | 0.0577 | 0 | 0.163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122705 | -96659 | -61347 | -866983 | -763977 | -264405 |
Profit Factor | 1.5672 | 1.3785 | 1.7991 | 1.0442 | 0.6957 | 1.6622 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 44.1176 | 32.3529 | 55.8824 | 44.1176 | 32.3529 | 55.8824 |
Ratio Avg Win / Avg Loss | 1.9851 | 2.8823 | 1.4204 | 1.3227 | 1.4546 | 1.3122 |
Largest Winning Trade | 115956 | 115956 | 39236 | 336748 | 336748 | 295594 |
Largest Losing Trade | -62422 | -62422 | -26481 | -654794 | -654794 | -134370 |
Avg Bars in Trades | 88 | 99 | 76 | 88 | 99 | 76 |
Avg Bars in Winners | 121 | 152 | 103 | 121 | 152 | 103 |
Avg Bars in Losers | 61 | 74 | 41 | 61 | 74 | 41 |
Bars Traded | 5995 | 3398 | 2597 | 5995 | 3398 | 2597 |
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 | -105470 | -91551 | -6856 | -403825 | -585991 | 363154 |
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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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