Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 551661.0606 | 523001.4118 | 28659.6488 | 36752.9109 | 84562.6189 | -47809.708 |
Total P&L (%) | 551.6611 | 523.0014 | 28.6596 | 36.7529 | 84.5626 | -47.8097 |
Avg Daily Profit (%) | 0.2974 | 0.2819 | 0.0154 | 0.0169 | 0.033 | -0.035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176085 | -99310 | -101608 | -581881 | -353110 | -333356 |
Profit Factor | 1.9712 | 3.0556 | 1.0914 | 1.0247 | 1.1303 | 0.943 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 36.6667 | 41.3793 | 38.9831 | 36.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 3.0853 | 5.2779 | 1.5461 | 1.6039 | 1.9523 | 1.3359 |
Largest Winning Trade | 489390 | 489390 | 72901 | 365818 | 365818 | 270189 |
Largest Losing Trade | -47674 | -44424 | -47674 | -223735 | -140386 | -223735 |
Avg Bars in Trades | 180 | 138 | 225 | 180 | 138 | 225 |
Avg Bars in Winners | 302 | 206 | 390 | 302 | 206 | 390 |
Avg Bars in Losers | 103 | 98 | 108 | 103 | 98 | 108 |
Bars Traded | 10677 | 4144 | 6533 | 10677 | 4144 | 6533 |
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 | -171447 | 336334 | -297741 | -549115 | -230097 | -582518 |
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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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